Nigel J Newton

Nigel J Newton

University of Essex - Colchester / United Kingdom
Engineering & Technology / Computer Science
AD Scientific Index ID: 1056768
person_outline Nigel J Newton's MOST POPULAR ARTICLES
1-) Asymptotically efficient Runge-Kutta methods for a class of Ito and Stratonovich equationsNJ NewtonSIAM Journal on Applied Mathematics 51 (2), 542-567, 19911431991
2-) Variance reduction for simulated diffusionsNJ NewtonSIAM journal on applied mathematics 54 (6), 1780-1805, 19941381994
3-) Information and entropy flow in the Kalman–Bucy filterSK Mitter, NJ NewtonJournal of Statistical Physics 118 (1), 145-176, 20051272005
4-) A variational approach to nonlinear estimationSK Mitter, NJ NewtonSIAM journal on control and optimization 42 (5), 1813-1833, 20031092003
5-) An asymptotically efficient difference formula for solving stochastic differential equationsNJ NewtonStochastics: An International Journal of Probability and Stochastic …, 1986831986