| Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift W Fang, MB Giles The Annals of Applied Probability 30 (2), 526-560, 2020 | 102* | 2020 |
| Multilevel Monte Carlo method for ergodic SDEs without contractivity W Fang, MB Giles Journal of Mathematical Analysis and Applications 476 (1), 149-176, 2019 | 21 | 2019 |
| Directly acting oral anticoagulants for the prevention of stroke in atrial fibrillation in England and Wales: cost-effectiveness model and value of information analysis HHZ Thom, W Hollingworth, R Sofat, Z Wang, W Fang, PN Bodalia, ... MDM policy & practice 4 (2), 2381468319866828, 2019 | 14 | 2019 |
| Multilevel and quasi Monte Carlo methods for the calculation of the expected value of partial perfect information W Fang, Z Wang, MB Giles, CH Jackson, NJ Welton, C Andrieu, H Thom Medical Decision Making 42 (2), 168-181, 2022 | 10 | 2022 |
| Importance sampling for pathwise sensitivity of stochastic chaotic systems W Fang, MB Giles SIAM/ASA Journal on Uncertainty Quantification 9 (3), 1217-1241, 2021 | 4 | 2021 |
| Adaptive timestepping for SDEs with non-globally Lipschitz drift W Fang University of Oxford, 2019 | | 2019 |
Michael B. GilesProfessor of Scientific Computing, University of OxfordVerified email at maths.ox.ac.uk
