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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
36952001
MATLAB guide
DJ Higham, NJ Higham
Society for Industrial and Applied Mathematics, 2016
11082016
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
8342002
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
7812004
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
7472002
Numerical methods for ordinary differential equations: initial value problems
DF Griffiths, DJ Higham
Springer, 2010
6122010
Mean-square and asymptotic stability of the stochastic theta method
DJ Higham
SIAM journal on numerical analysis 38 (3), 753-769, 2000
4732000
An Introduction to Financial Option Valuation, Mathematics, stochastics and computation
DJ Higham
Cambridge University Press, 2004
4692004
Modeling and simulating chemical reactions
DJ Higham
SIAM review 50 (2), 347-368, 2008
4412008
Network properties revealed through matrix functions
E Estrada, DJ Higham
SIAM review 52 (4), 696-714, 2010
3882010
GeneRank: using search engine technology for the analysis of microarray experiments
JL Morrison, R Breitling, DJ Higham, DR Gilbert
BMC bioinformatics 6, 1-14, 2005
3292005
Deep learning: An introduction for applied mathematicians
CF Higham, DJ Higham
Siam review 61 (4), 860-891, 2019
3132019
Numerical methods for nonlinear stochastic differential equations with jumps
DJ Higham, PE Kloeden
Numerische Mathematik 101 (1), 101-119, 2005
2762005
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
2592011
Communicability across evolving networks
P Grindrod, MC Parsons, DJ Higham, E Estrada
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 83 (4 …, 2011
2342011
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
2242007
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
2202005
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
2182007
Spectral clustering and its use in bioinformatics
DJ Higham, G Kalna, M Kibble
Journal of computational and applied mathematics 204 (1), 25-37, 2007
2052007
Geometric de-noising of protein-protein interaction networks
O Kuchaiev, M Rašajski, DJ Higham, N Pržulj
PLoS computational biology 5 (8), e1000454, 2009
2032009
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