| Publication | Date of Publication | Type |
|---|
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. II
Differentsial'nye Uravneniya i Protsessy Upravleniya | 2025-07-03 | Paper |
The significance of stochastic CTMC over deterministic model in understanding the dynamics of lymphatic filariasis with asymptomatic carriers
Journal of Applied Mathematics | 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
Differentsial'nye Uravneniya i Protsessy Upravleniya | 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
(available as arXiv preprint) | 2024-01-30 | 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 |
| scientific article; zbMATH DE number 7644507 (Why is no real title available?) | 2023-01-23 | Paper |
| scientific article; zbMATH DE number 7627965 (Why is no real title available?) | 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 |
| 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 |
scientific article; zbMATH DE number 7318972 (Why is no real title available?)
(available as arXiv preprint) | 2021-03-10 | Paper |
| scientific article; zbMATH DE number 7318972 (Why is no real title available?) | 2021-03-10 | Paper |
| scientific article; zbMATH DE number 7318972 (Why is no real title available?) | 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
(available as arXiv preprint) | 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
Ufimskii Matematicheskii Zhurnal | 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
Computational Mathematics and Mathematical Physics | 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
(available as arXiv preprint) | 2020-08-12 | 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 |
| scientific article; zbMATH DE number 7189588 (Why is no real title available?) | 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 |
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
(available as arXiv preprint) | 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
Computational Mathematics and Mathematical Physics | 2019-12-04 | Paper |
On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
Automation and Remote Control | 2019-08-22 | Paper |
| scientific article; zbMATH DE number 7039051 (Why is no real title available?) | 2019-03-20 | Paper |
| scientific article; zbMATH DE number 7039077 (Why is no real title available?) | 2019-03-20 | Paper |
| Problems of the numerical analysis of Itô stochastic differential equations | 2019-03-20 | Paper |
| scientific article; zbMATH DE number 7038846 (Why is no real title available?) | 2019-03-20 | Paper |
| scientific article; zbMATH DE number 7038846 (Why is no real title available?) | 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 |
| scientific article; zbMATH DE number 7039065 (Why is no real title available?) | 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
(available as arXiv preprint) | 2018-12-30 | Paper |
| scientific article; zbMATH DE number 6992775 (Why is no real title available?) | 2018-12-12 | Paper |
Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations
Computational Mathematics and Mathematical Physics | 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
Automation and Remote Control | 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 |
| scientific article; zbMATH DE number 6830270 (Why is no real title available?) | 2018-01-29 | Paper |
| scientific article; zbMATH DE number 6830020 (Why is no real title available?) | 2018-01-26 | Paper |
| scientific article; zbMATH DE number 6830021 (Why is no real title available?) | 2018-01-26 | Paper |
| scientific article; zbMATH DE number 6830022 (Why is no real title available?) | 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 |
| scientific article; zbMATH DE number 6762859 (Why is no real title available?) | 2017-08-21 | Paper |
| scientific article; zbMATH DE number 6175359 (Why is no real title available?) | 2013-06-13 | Paper |
| scientific article; zbMATH DE number 6116113 (Why is no real title available?) | 2012-12-17 | Paper |
| scientific article; zbMATH DE number 5954633 (Why is no real title available?) | 2011-10-05 | Paper |
| Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach | 2011-09-06 | Paper |
| scientific article; zbMATH DE number 5945504 (Why is no real title available?) | 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
Journal of Mathematical Sciences (New York) | 2005-06-23 | Paper |
New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations
Computational Mathematics and Mathematical Physics | 2003-07-01 | Paper |
Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series
Journal of Mathematical Sciences (New York) | 2002-06-25 | Paper |
The unified Taylor-Itô expansion
Journal of Mathematical Sciences (New York) | 2000-08-24 | Paper |
| scientific article; zbMATH DE number 1380005 (Why is no real title available?) | 1999-12-16 | Paper |
| scientific article; zbMATH DE number 1198902 (Why is no real title available?) | 1998-09-14 | Paper |
Expansions of Iterated Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series: Multiplicities 1 to 6 and Beyond
(available as arXiv preprint) | N/A | Paper |
The Hypotheses on Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity and Their Partial Proof
(available as arXiv preprint) | N/A | Paper |
Expansion of Iterated Stratonovich Stochastic Integrals of Fifth and Sixth Multiplicity Based on Generalized Multiple Fourier Series
(available as arXiv preprint) | N/A | Paper |
