Mean-square stability analysis of numerical schemes for stochastic differential systems. - Angel Tocino; M. J. Senosiain (J. Comput. Appl. Math., 2012)

Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations. - Angel Tocino; M. J. Senosiain (J. Comput. Appl. Math., 2014)

Two-step Milstein schemes for stochastic differential equations. - Angel Tocino; M. J. Senosiain (Numer. Algorithms, 2015)

Two-step strong order 1.5 schemes for stochastic differential equations. - M. J. Senosiain; Angel Tocino (Numer. Algorithms, 2017)

MS-Stability of nonnormal stochastic differential systems. - Angel Tocino; M. J. Senosiain (J. Comput. Appl. Math., 2020)

On the MS-stability of predictor-corrector schemes for stochastic differential equations. - Angel Tocino; Rebiha Zeghdane; M. J. Senosiain (Math. Comput. Simul., 2021)

A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift. - M. J. Senosiain; Angel Tocino (Numer. Algorithms, 2023)