Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations. - Christopher T. H. Baker; Evelyn Buckwar (LMS J. Comput. Math., 2000)

The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term. - Evelyn Buckwar (Monte Carlo Methods Appl., 2004)

Noise-Sensitivity in Machine Tool Vibrations. - Evelyn Buckwar; Rachel Kuske; B. L'esperance; T. Soo (Int. J. Bifurc. Chaos, 2006)

Multistep methods for SDEs and their application to problems with small noise. - Evelyn Buckwar; Renate Winkler (SIAM J. Numer. Anal., 2006)

Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations. - Evelyn Buckwar; Rachel Kuske; Salah-Eldin A. Mohammed; Tony Shardlow (LMS J. Comput. Math., 2008)

Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. - Evelyn Buckwar; Cónall Kelly (SIAM J. Numer. Anal., 2010)

Stochastic Runge–Kutta Methods for It[o-circumflex] SODEs with Small Noise. - Evelyn Buckwar; Andreas Rößler; Renate Winkler (SIAM J. Sci. Comput., 2010)

Runge-Kutta methods for jump-diffusion differential equations. - Evelyn Buckwar; Martin G. Riedler (J. Comput. Appl. Math., 2011)

A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. - Evelyn Buckwar; Thorsten Sickenberger (Math. Comput. Simul., 2011)

Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. - Evelyn Buckwar; Cónall Kelly (Comput. Math. Appl., 2012)

Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. - Gregory Berkolaiko; Evelyn Buckwar; Cónall Kelly; Alexandra Rodkina (LMS J. Comput. Math., 2012)

Corrigendum: On the use of a discrete form of the Itô formula in the article 'Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations'. - Gregory Berkolaiko; Evelyn Buckwar; Cónall Kelly; Alexandra Rodkina (LMS J. Comput. Math., 2013)

Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. - Evelyn Buckwar; Cónall Kelly (SIAM J. Appl. Math., 2014)

Numerical Solution of the Neural Field Equation in the Two-Dimensional Case. - Pedro Miguel Lima; Evelyn Buckwar (SIAM J. Sci. Comput., 2015)

Splitting Integrators for the Stochastic Landau-Lifshitz Equation. - M. Ableidinger; Evelyn Buckwar (SIAM J. Sci. Comput., 2016)

An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. - M. Ableidinger; Evelyn Buckwar; Andreas Thalhammer 002 (J. Comput. Appl. Math., 2017)

Editorial. - Evelyn Buckwar; Peter Kritzer; Gunther Leobacher; Friedrich Pillichshammer; Arne Winterhof (Math. Comput. Simul., 2018)

Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion. - Irene Tubikanec; Massimiliano Tamborrino; Petr Lánský; Evelyn Buckwar (CoRR, 2020)

Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. - Evelyn Buckwar; Massimiliano Tamborrino; Irene Tubikanec (Stat. Comput., 2020)

Exponential mean-square stability properties of stochastic linear multistep methods. - Evelyn Buckwar; Raffaele D'Ambrosio (Adv. Comput. Math., 2021)

Correction to: Exponential mean-square stability properties of stochastic linear multistep methods. - Evelyn Buckwar; Raffaele D'Ambrosio (Adv. Comput. Math., 2021)

Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model. - Evelyn Buckwar; Adeline Samson; Massimiliano Tamborrino; Irene Tubikanec (CoRR, 2021)

Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. - Irene Tubikanec; Massimiliano Tamborrino; Petr Lánský; Evelyn Buckwar (J. Comput. Appl. Math., 2022)

Exact simulation of the first-passage time of SDEs to time-dependent thresholds. - Devika Khurana; Sascha Desmettre; Evelyn Buckwar (CoRR, 2024)

A Domain Decomposition Method for Stochastic Evolution Equations. - Evelyn Buckwar; Ana Djurdjevac; Monika Eisenmann (SIAM J. Numer. Anal., 2024)

Numerical approximations and convergence analysis of piecewise diffusion Markov processes, with application to glioma cell migration. - Evelyn Buckwar; Amira Meddah (Appl. Math. Comput., 2025)