Random Generation of Stochastic Area Integrals. - Jessica G. Gaines; Terry J. Lyons (SIAM J. Appl. Math., 1994)

Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations. - Jessica G. Gaines; Terry J. Lyons (SIAM J. Appl. Math., 1997)

Convergence of a Branching Particle Method to the Solution of the Zakai Equation. - Dan Crisan; Jessica G. Gaines; Terry J. Lyons (SIAM J. Appl. Math., 1998)

Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations. - A. M. Davie; Jessica G. Gaines (Math. Comput., 2001)