Concepedia

J. G. Gaines

JG

8

Publications

552

Citations

8

H-Index

1994

Active since

Affiliations

University of Edinburgh(Current)

The Abdus Salam International Centre for Theoretical Physics (ICTP)

J. G. Gaines is an author at University of Edinburgh specializing in engineering, stochastic calculus, and numerical analysis.

Top concepts

EngineeringStochastic CalculusProbabilityNumerical AnalysisStochastic ProcessesApproximation TheoryStochastic Differential EquationsPhysicsStatisticsWave Theory

Publications per year

1994–1998

8

Publications

8

Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations

J. G. Gaines, Terry Lyons · SIAM Journal on Applied Mathematics · 1997 · 149 citations

Numerical Analysis, Engineering, Numerical Solution +19

Random Generation of Stochastic Area Integrals

J. G. Gaines, Terry Lyons · SIAM Journal on Applied Mathematics · 1994 · 102 citations

Stochastic Simulation, Numerical Analysis, Engineering +14

Convergence of a Branching Particle Method to the Solution of the Zakai Equation

Dan Crisan, J. G. Gaines, Terry Lyons · SIAM Journal on Applied Mathematics · 1998 · 82 citations

Numerical Analysis, Zakai Equation, T. Lyons +13

The algebra of iterated stochastic integrals

J. G. Gaines · Stochastics and stochastics reports · 1994 · 80 citations

Iterated Stochastic Integrals, Ito Integrals, Shuffle Algebras +10

A basis for iterated stochastic integrals

J. G. Gaines · Mathematics and Computers in Simulation · 1995 · 41 citations

Iterated Stochastic Integrals, Engineering, Integrable Probability +4

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