Modeling and control for foreign exchange based on a continuous time stochastic microstructure model. - Hui Peng 001; Tohru Ozaki; Juan Carlos Jimenez 001 (CDC, 2002)

A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations. - Juan Carlos Jimenez 001 (Appl. Math. Lett., 2002)

Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations. - Hugo de la Cruz; Rolando J. Biscay; Felix Carbonell; Juan Carlos Jimenez 001; Tohru Ozaki (International Conference on Computational Science (1), 2006)

A higher order local linearization method for solving ordinary differential equations. - Hugo de la Cruz; Rolando J. Biscay; Felix Carbonell; Tohru Ozaki; Juan Carlos Jimenez 001 (Appl. Math. Comput., 2007)

Numerical simulation of nonlinear dynamical systems driven by commutative noise. - Felix Carbonell; Rolando J. Biscay; Juan Carlos Jimenez 001; Hugo de la Cruz (J. Comput. Phys., 2007)

Local Linearization - Runge-Kutta methods: A class of A-stable explicit integrators for dynamical systems. - Hugo de la Cruz; Rolando J. Biscay; Juan Carlos Jimenez 001; Felix Carbonell (Math. Comput. Model., 2013)

A weak Local Linearization scheme for stochastic differential equations with multiplicative noise. - Juan Carlos Jimenez 001; Carlos M. Mora; Mónica Selva (J. Comput. Appl. Math., 2017)

Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms. - Juan Carlos Jimenez 001 (IMA J. Math. Control. Inf., 2019)

Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes. - Hugo de la Cruz; Juan Carlos Jimenez 001 (Appl. Math. Comput., 2020)

Weak variable step-size Euler schemes for stochastic differential equations based on controlling conditional moments. - Carlos M. Mora; Juan Carlos Jimenez 001; Mónica Selva (CoRR, 2020)

Bias reduction in the estimation of diffusion processes from discrete observations. - Juan Carlos Jimenez 001 (IMA J. Math. Control. Inf., 2020)

Efficient computation of phi-functions in exponential integrators. - Juan Carlos Jimenez 001; Hugo de la Cruz; Pablo A. De Maio (J. Comput. Appl. Math., 2020)

Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems. - Frank Sadan Naranjo-Noda; Juan Carlos Jimenez 001 (J. Comput. Phys., 2021)

Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes. - Zochil González Arenas; Juan Carlos Jimenez 001; Li-Vang Lozada-Chang; Roberto Santana 001 (Math. Comput. Simul., 2021)

Computing high dimensional multiple integrals involving matrix exponentials. - Frank Sadan Naranjo-Noda; Juan Carlos Jimenez 001 (J. Comput. Appl. Math., 2023)

Modeling the interaction between donor-derived regulatory T cells and effector T cells early after allogeneic hematopoietic stem cell transplantation. - Nobuaki Nishiyama; Peter Ruoff; Juan Carlos Jimenez 001; Fumikazu Miwakeichi; Yoshiaki Nishiyama; Tsuyoshi Yata (Biosyst., 2023)

Jacobian-free Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of differential equations. - Frank Sadan Naranjo-Noda; Juan Carlos Jimenez 001 (J. Comput. Appl. Math., 2024)