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Dmitriy Kuznetsov
Dmitriy Kuznetsov
Professor (full), Department of Mathematics, Peter the Great S.-Petersburg Polytechnic University
Подтвержден адрес электронной почты в домене spbstu.ru - Главная страница
Название
Процитировано
Процитировано
Год
Стохастические дифференциальные уравнения: теория и практика численного решения
ДФ Кузнецов
1152010
Multiple Ito and Stratonovich stochastic integrals: Fourier-Legendre and trigonometric expansions, approximations, formulas
DF Kuznetsov
992017
Numerical integration of stochastic differential equations. 2
DF Kuznetsov
Polytechnical University Publishing House, Saint-Petersburg, 2006
992006
Stochastic differential equations: theory and practice of numerical solution. With MATLAB programs
DF Kuznetsov
Polytechnical University Publishing House, Saint-Petersburg, 2007
872007
A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations
DF Kuznetsov
Computational mathematics and mathematical physics 59, 1236-1250, 2019
842019
Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations
DF Kuznetsov
Computational Mathematics and Mathematical Physics 58, 1058-1070, 2018
822018
On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
DF Kuznetsov
Automation and Remote Control 79, 1240-1254, 2018
822018
On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
DF Kuznetsov
Automation and Remote Control 80, 867-881, 2019
762019
Strong approximation of multiple ITO and Stratonovich stochastic integrals: multiple Fourier series approach
ДФ Кузнецов
Politechnical univ. publ. house, 2011
76*2011
Strong approximation of multiple Ito and Stratonovich stochastic integrals: multiple Fourier series approach
ДФ Кузнецов
Politechnical univ. publ. house, 2011
76*2011
Численное моделирование стохастических дифференциальных уравнений и стохастических интегралов
ДФ Кузнецов
Спб: Наука, 1999
761999
New representations of the Taylor–Stratonovich expansion
DF Kuznetsov
Journal of Mathematical Sciences 118, 5586-5595, 2003
732003
Method of expansion and approximation of repeated stochastic Stratonovich integrals, which is based on multiple Fourier series on full orthonormal systems
DF Kuznetsov
Asymptotic Methods in Probubility and Mathematical Statistics, 146-149, 1998
721998
Multiple Ito and Stratonovich stochastic integrals: approximations, properties, formulas
DF Kuznetsov
Федеральное государственное автономное образовательное учреждение высшего …, 2013
712013
New representations of the Taylor–Stratonovich expansion
DF Kuznetsov
Journal of Mathematical Sciences 118, 5586-5595, 2003
702003
Strong approximation of iterated Ito and Stratonovich stochastic integrals based on generalized multiple Fourier series. Application to numerical solution of Ito SDEs and …
DF Kuznetsov
arXiv preprint arXiv:2003.14184, 2020
682020
Application of the method of approximation of iterated Ito stochastic integrals based on generalized multiple Fourier series to the high-order strong numerical methods for non …
DF Kuznetsov
arXiv preprint arXiv:1905.03724, 2019
682019
Problems of the numerical analysis of Ito stochastic differential equations
DF Kuznetsov
Electronic Journal” Differential Equations and Control Processes” ISSN 2172, 1817
671817
Expansion of iterated Stratonovich stochastic integrals, based on generalized multiple Fourier series
DF Kuznetsov
Ufa Mathematical Journal 11 (4), 49-77, 2019
652019
Mean square approximation of solutions of stochastic differential equations using Legendre's polynomials
DF Kuznetsov
Journal of Automation and Information Sciences 32 (12), 2000
652000
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