A Simple Stochastic Differential Equation with Discontinuous Drift. - Maria Simonsen; John Leth; Henrik Schiøler; Horia D. Cornean (HAS, 2013)

A convergence result for the Euler-Maruyama method for a simple stochastic differential equation with discontinuous drift. - Maria Simonsen; Henrik Schiøler; John Leth; Horia D. Cornean (ACC, 2014)

Stochastic stability of systems with semi-Markovian switching. - Henrik Schiøler; Maria Simonsen; John Leth (Autom., 2014)

Investigation of random switching driven by a poisson point process. - Maria Simonsen; Henrik Schiøler; John Leth (CCA, 2015)

Stochastic stability of diffusions with semi-Markovian switching. - Henrik Schiøler; John Leth; Maria Simonsen; Abdul Rauf Khan (CDC, 2015)