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Desmond Higham
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An algorithmic introduction to numerical simulation of stochastic differential equations
DJ Higham
SIAM review 43 (3), 525-546, 2001
30982001
MATLAB guide
DJ Higham, NJ Higham
Society for Industrial and Applied Mathematics, 2016
9062016
Changes in connectivity profiles define functionally distinct regions in human medial frontal cortex
H Johansen-Berg, TEJ Behrens, MD Robson, I Drobnjak, MFS Rushworth, ...
Proceedings of the National Academy of Sciences 101 (36), 13335-13340, 2004
7412004
Strong convergence of Euler-type methods for nonlinear stochastic differential equations
DJ Higham, X Mao, AM Stuart
SIAM Journal on Numerical Analysis 40 (3), 1041-1063, 2002
7122002
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
JC Mattingly, AM Stuart, DJ Higham
Stochastic processes and their applications 101 (2), 185-232, 2002
6112002
Numerical methods for ordinary differential equations: initial value problems
DF Griffiths, DJ Higham
Springer, 2010
4792010
Mean-square and asymptotic stability of the stochastic theta method
DJ Higham
SIAM journal on numerical analysis 38 (3), 753-769, 2000
4372000
An introduction to financial option valuation: mathematics, stochastics and computation
DJ Higham
Cambridge University Press, 2004
4242004
Modeling and simulating chemical reactions
DJ Higham
SIAM review 50 (2), 347-368, 2008
3812008
Network properties revealed through matrix functions
E Estrada, DJ Higham
SIAM review 52 (4), 696-714, 2010
3352010
GeneRank: using search engine technology for the analysis of microarray experiments
JL Morrison, R Breitling, DJ Higham, DR Gilbert
BMC bioinformatics 6 (1), 1-14, 2005
3062005
Numerical methods for nonlinear stochastic differential equations with jumps
DJ Higham, P Kloeden
Numerische Mathematik 101 (1), 101-119, 2005
2422005
Network analysis detects changes in the contralesional hemisphere following stroke
JJ Crofts, DJ Higham, R Bosnell, S Jbabdi, PM Matthews, TEJ Behrens, ...
Neuroimage 54 (1), 161-169, 2011
2332011
Communicability across evolving networks
P Grindrod, MC Parsons, DJ Higham, E Estrada
Physical Review E 83 (4), 046120, 2011
2172011
Connectivity-based parcellation of human cortex using diffusion MRI: establishing reproducibility, validity and observer independence in BA 44/45 and SMA/pre-SMA
JC Klein, TEJ Behrens, MD Robson, CE Mackay, DJ Higham, ...
Neuroimage 34 (1), 204-211, 2007
2072007
Deep learning: An introduction for applied mathematicians
CF Higham, DJ Higham
Siam review 61 (4), 860-891, 2019
1992019
Convergence of Monte Carlo simulations involving the mean-reverting square root process
DJ Higham, X Mao
Journal of Computational Finance 8 (3), 35-61, 2005
1962005
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations
DJ Higham, X Mao, C Yuan
SIAM journal on numerical analysis 45 (2), 592-609, 2007
1952007
Geometric de-noising of protein-protein interaction networks
O Kuchaiev, M Rašajski, DJ Higham, N Pržulj
PLoS computational biology 5 (8), e1000454, 2009
1852009
Exponential mean-square stability of numerical solutions to stochastic differential equations
DJ Higham, X Mao, AM Stuart
LMS Journal of Computation and Mathematics 6, 297-313, 2003
1782003
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