Стохастические дифференциальные уравнения: теория и практика численного решения ДФ Кузнецов | 117 | 2010 |
Multiple Ito and Stratonovich stochastic integrals: Fourier-Legendre and trigonometric expansions, approximations, formulas DF Kuznetsov | 99 | 2017 |
Numerical integration of stochastic differential equations. 2 DF Kuznetsov Polytechnical University Publishing House, Saint-Petersburg, 2006 | 99 | 2006 |
Stochastic differential equations: theory and practice of numerical solution. With MATLAB programs DF Kuznetsov Polytechnical University Publishing House, Saint-Petersburg, 2007 | 87 | 2007 |
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 | 83 | 2019 |
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 | 82 | 2018 |
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 | 82 | 2018 |
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 | 76 | 2019 |
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 | 76 | 1999 |
New representations of the Taylor–Stratonovich expansion DF Kuznetsov Journal of Mathematical Sciences 118, 5586-5595, 2003 | 73 | 2003 |
Multiple Ito and Stratonovich stochastic integrals: approximations, properties, formulas DF Kuznetsov Федеральное государственное автономное образовательное учреждение высшего …, 2013 | 71 | 2013 |
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 | 71 | 1998 |
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 | 68 | 2020 |
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 | 68 | 2019 |
Problems of the numerical analysis of Ito stochastic differential equations DF Kuznetsov Electronic Journal” Differential Equations and Control Processes” ISSN 2172, 1817 | 66 | 1817 |
Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series DF Kuznetsov Ufa Mathematical Journal 11 (4), 49-77, 2019 | 65 | 2019 |
Mean square approximation of solutions of stochastic differential equations using Legendre's polynomials DF Kuznetsov Journal of Automation and Information Sciences 32 (12), 2000 | 65 | 2000 |
Stochastic differential equations: theory and practice of numerical solution. With programs on MATLAB DF Kuznetsov Electronic Journal” Differential Equations and Control Processes” ISSN 2172, 1817 | 64 | 1817 |