| Publication | Date of Publication | Type |
|---|
| The significance of stochastic CTMC over deterministic model in understanding the dynamics of lymphatic filariasis with asymptomatic carriers | 2024-07-24 | Paper |
| A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space | 2024-07-08 | Paper |
| A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials | 2024-01-30 | Paper |
| Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs | 2024-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5871683 | 2023-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5056183 | 2022-12-07 | Paper |
| Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs | 2022-04-21 | Paper |
| SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series | 2021-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4965807 | 2021-03-10 | Paper |
| Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations | 2021-03-10 | Paper |
| Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series | 2020-12-02 | Paper |
| Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion | 2020-10-23 | Paper |
| Optimization of the Mean-Square Approximation Procedures for Iterated Ito Stochastic Integrals of Multiplicities 1 to 5 from the Unified Taylor-Ito Expansion Based on Multiple Fourier-Legendre Series | 2020-10-22 | Paper |
| Implementation of Strong Numerical Methods of Orders 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 for Ito SDEs with Non-Commutative Noise Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions and Multiple Fourier-Legendre Series | 2020-09-27 | Paper |
| The proof of convergence with probability 1 in the method of expansion of iterated Ito stochastic integrals based on generalized multiple Fourier series | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4960356 | 2020-04-15 | Paper |
| Four New Forms of the Taylor-Ito and Taylor-Stratonovich Expansions and its Application to the High-Order Strong Numerical Methods for Ito Stochastic Differential Equations | 2020-01-28 | Paper |
| 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-Commutative Semilinear Stochastic Partial Differential Equations | 2019-12-05 | Paper |
| A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations | 2019-12-04 | Paper |
| On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence | 2019-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3121931 | 2019-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3121958 | 2019-03-20 | Paper |
| Problems of the numerical analysis of Itô stochastic differential equations | 2019-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3121694 | 2019-03-20 | Paper |
| Unified Taylor-Itô expansion | 2019-03-20 | Paper |
| Book presentation: D. F. Kuznetsov, Stochastic differential equations: theory and practice of numerical solution | 2019-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3121946 | 2019-03-20 | Paper |
| Comparative Analysis of the Efficiency of Application of Legendre Polynomials and Trigonometric Functions to the Numerical Integration of Ito Stochastic Differential Equations | 2018-12-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4561589 | 2018-12-12 | Paper |
| Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations | 2018-10-30 | Paper |
| On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence | 2018-10-12 | Paper |
| Strong Numerical Methods of Orders 2.0, 2.5, and 3.0 for Ito Stochastic Differential Equations Based on the Unified Stochastic Taylor Expansions and Multiple Fourier-Legendre Series | 2018-07-05 | Paper |
| New Simple Method of Expansion of Iterated Ito Stochastic integrals of Multiplicity 2 Based on Expansion of the Brownian Motion Using Legendre Polynomials and Trigonometric Functions | 2018-07-01 | Paper |
| Expansion of multiple Stratonovich stochastic integrals of second multiplicity, based on double Fourier-Legendre series summarized by Prinsheim method | 2018-06-21 | Paper |
| Numerical Simulation of 2.5-Set of Iterated Ito Stochastic Integrals of Multiplicities 1 to 5 From the Taylor-Ito Expansion | 2018-05-31 | Paper |
| Explicit One-Step Strong Numerical Methods of Orders 2.0 and 2.5 for Ito Stochastic Differential Equations Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions | 2018-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3130768 | 2018-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4602138 | 2018-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4602139 | 2018-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4602140 | 2018-01-26 | Paper |
| Expansions of Iterated Stratonovich Stochastic Integrals from the Taylor-Stratonovich Expansion, Based on Multiple Trigonometric Fourier Series. Comparison With the Milstein Expansion | 2018-01-24 | Paper |
| Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 2. Combined Approach Based on Generalized Multiple and Iterated Fourier Series | 2018-01-20 | Paper |
| Expansion of Iterated Stochastic Integrals with Respect to Martingale Poisson Measures and with Respect to Martingales Based on Generalized Multiple Fourier Series | 2018-01-19 | Paper |
| Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4. Combained Approach Based on Generalized Multiple and Iterated Fourier series | 2018-01-17 | Paper |
| Integration Order Replacement Technique for Iterated Ito Stochastic Integrals and Iterated Stochastic Integrals With Respect to Martingales | 2018-01-14 | Paper |
| Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 2 Based on Double Fourier-Legendre Series Summarized by Pringsheim Method | 2018-01-05 | Paper |
| Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 3 Based on Generalized Multiple Fourier Series Converging in the Mean: General Case of Series Summation | 2018-01-04 | Paper |
| Exact Calculation of the Mean-Square Error in the Method of Expansion of Iterated Ito Stochastic integrals Based on Generalized Multiple Fourier Series | 2018-01-03 | Paper |
| Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Iterated Fourier Series Converging Pointwise | 2018-01-01 | Paper |
| Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials | 2017-12-30 | Paper |
| Expansion of Iterated Ito Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Multiple Fourier Series Converging in the Mean | 2017-12-27 | Paper |
| Multiple Itô and Stratonovich stochastic integrals: Fourier-Legendre and trigonometric expansions, approximations, formulas | 2017-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5348756 | 2017-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4929144 | 2013-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145931 | 2012-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3172788 | 2011-10-05 | Paper |
| Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach | 2011-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3090927 | 2011-09-05 | Paper |
| Stochastic differential equations: theory and practice of numerical solution | 2011-02-16 | Paper |
| Stochastic differential equations: theory and practice of numerical solution | 2011-02-16 | Paper |
| Stochastic differential equations: theory and practice of numerical solution | 2011-02-16 | Paper |
| New representations of the Taylor-Stratonovich expansion | 2005-06-23 | Paper |
| New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations | 2003-07-01 | Paper |
| Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series | 2002-06-25 | Paper |
| The unified Taylor-Itô expansion | 2000-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705071 | 1999-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4211183 | 1998-09-14 | Paper |
| Expansions of Iterated Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series: Multiplicities 1 to 6 and Beyond | N/A | Paper |
| The Hypotheses on Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity and Their Partial Proof | N/A | Paper |
| Expansion of Iterated Stratonovich Stochastic Integrals of Fifth and Sixth Multiplicity Based on Generalized Multiple Fourier Series | N/A | Paper |
