Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations E Buckwar, Y Luchko Journal of Mathematical Analysis and Applications 227 (1), 81-97, 1998 | 251 | 1998 |

Introduction to the numerical analysis of stochastic delay differential equations E Buckwar Journal of computational and applied mathematics 125 (1-2), 297-307, 2000 | 211 | 2000 |

Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations CTH Baker, E Buckwar Journal of Computational and Applied Mathematics 184 (2), 404-427, 2005 | 202 | 2005 |

Numerical analysis of explicit one-step methods for stochastic delay differential equations CTH Baker, E Buckwar LMS Journal of Computation and Mathematics 3, 315-335, 2000 | 189 | 2000 |

Continuous θ-methods for the stochastic pantograph equation CTH Baker, E Buckwar Electronic Transactions on Numerical Analysis 11, 131-151, 2000 | 90 | 2000 |

Multistep methods for SDEs and their application to problems with small noise E Buckwar, R Winkler SIAM journal on numerical analysis 44 (2), 779-803, 2006 | 88 | 2006 |

An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution E Buckwar, MG Riedler Journal of mathematical biology 63 (6), 1051-1093, 2011 | 84 | 2011 |

Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations E Buckwar, C Kelly SIAM Journal on Numerical Analysis 48 (1), 298-321, 2010 | 76 | 2010 |

A comparative linear mean-square stability analysis of Maruyama-and Milstein-type methods E Buckwar, T Sickenberger Mathematics and Computers in Simulation 81 (6), 1110-1127, 2011 | 60 | 2011 |

Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations E Buckwar, R Horváth-Bokor, R Winkler BIT Numerical Mathematics 46 (2), 261-282, 2006 | 41 | 2006 |

Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation JAD Appleby, E Buckwar arXiv preprint arXiv:1607.00423, 2016 | 37 | 2016 |

Multi-step Maruyama methods for stochastic delay differential equations E Buckwar, R Winkler Stochastic analysis and applications 25 (5), 933-959, 2007 | 37 | 2007 |

Weak approximation of stochastic differential delay equations E Buckwar, T Shardlow IMA journal of numerical analysis 25 (1), 57-86, 2005 | 36 | 2005 |

Laws of large numbers and langevin approximations for stochastic neural field equations MG Riedler, E Buckwar The Journal of Mathematical Neuroscience 3 (1), 1, 2013 | 30 | 2013 |

One-step approximations for stochastic functional differential equations E Buckwar Applied Numerical Mathematics 56 (5), 667-681, 2006 | 29 | 2006 |

Weak convergence of the Euler scheme for stochastic differential delay equations E Buckwar, R Kuske, SE Mohammed, T Shardlow LMS journal of Computation and Mathematics 11, 60-99, 2008 | 28 | 2008 |

Noise-sensitivity in machine tool vibrations E Buckwar, R Kuske, B L'esperance, T Soo International Journal of Bifurcation and Chaos 16 (08), 2407-2416, 2006 | 27 | 2006 |

Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations G Berkolaiko, E Buckwar, C Kelly, A Rodkina LMS Journal of Computation and Mathematics 15, 71-83, 2012 | 25 | 2012 |

Stochastic Runge–Kutta methods for Itô SODEs with small noise E Buckwar, A Rößler, R Winkler SIAM Journal on Scientific Computing 32 (4), 1789-1808, 2010 | 24 | 2010 |

Runge-Kutta methods for jump-diffusion differential equations E Buckwar, MG Riedler Journal of Computational and Applied Mathematics 236 (6), 1155–1182, 2011 | 20 | 2011 |