8 citations · 10 across the 13 of their papers we have counts for
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math.NA2015★ 8 cited
Multiple shooting-Local Linearization method for the identification of dynamical systems
F. Carbonell, Y. Iturria-Medina, J. C. Jimenez
The combination of the multiple shooting strategy with the generalized Gauss-Newton algorithm turns out in a recognized method for estimating parameters in ordinary differential eq…
math.NA2015
A weak Local Linearization scheme for stochastic differential equations with multiplicative noise
J. C. Jimenez, C. Mora, M. Selva
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solutio…