| Publication | Date of Publication | Type |
|---|
Rosenbrock-type methods for solving stochastic differential equations
Sibirskiĭ Zhurnal Vychislitel'noĭ Matematiki | 2024-07-16 | Paper |
On one method for modeling an nonhomogeneous Poisson point process
Сибирский журнал вычислительной математики | 2022-11-16 | Paper |
A modification of numerical methods for stochastic differential equations with the first integral
Сибирский журнал вычислительной математики | 2022-10-26 | Paper |
Statistical filtering algorithms for systems withrandom structure
Russian Universities Reports. Mathematics | 2021-11-24 | Paper |
Maximum cross section method in the filtering problem for continuous systems with Markovian switching
Russian Journal of Numerical Analysis and Mathematical Modelling | 2021-09-10 | Paper |
Using maximum cross section method for filtering jump-diffusion random processes
Russian Journal of Numerical Analysis and Mathematical Modelling | 2020-06-03 | Paper |
| Two methods for analysis of stochastic systems with Poisson component | 2019-03-20 | Paper |
| Modeling and analysis of linear invariant stochastic systems | 2018-06-21 | Paper |
| scientific article; zbMATH DE number 6892595 (Why is no real title available?) | 2018-06-21 | Paper |
Statistical analysis of diffusion systems with invariants
Russian Journal of Numerical Analysis and Mathematical Modelling | 2018-04-11 | Paper |
Solving approximately a prediction problem for stochastic jump-diffusion systems
Numerical Analysis and Applications | 2017-06-15 | Paper |
A randomized maximum cross-section method to simulate random structure systems with distributed transitions
Numerical Analysis and Applications | 2017-02-21 | Paper |
| Numerical analysis of a stochastic model for the longitudinal motion of a missile by the Monte Carlo method carried out on a supercomputer | 2016-08-12 | Paper |
Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
Applied Numerical Mathematics | 2015-05-06 | Paper |
A modified algorithm for statistical simulation of multistructural systems with distributed change of structure
Numerical Analysis and Applications | 2014-04-07 | Paper |
Statistical simulation of dynamic systems with separated time with an autonomous control
Vestnik Novosibirskogo Gosudarstvennogo Universiteta. Seriya: Matematika, Mekhanika, Informatika | 2012-05-11 | Paper |
Algorithms for exact and approximate statistical simulation of Poisson ensembles
Computational Mathematics and Mathematical Physics | 2011-05-04 | Paper |
New algorithms for statistical modeling of inhomogeneous Poisson ensembles
Computational Mathematics and Mathematical Physics | 2011-05-04 | Paper |
Statistical modeling of inhomogeneous random functions on the basis of Poisson point fields
Doklady Mathematics | 2011-03-17 | Paper |
Erratum to: ``The maximal section algorithm in the Monte Carlo method
Doklady Mathematics | 2010-11-17 | Paper |
| Statistical simulation methods for a nonhomogeneous Poisson ensemble | 2010-10-18 | Paper |
| The analysis of stability of a linear oscillator with multiplicative noise | 2010-10-18 | Paper |
| Parameter estimates of a price series model as solution to linear SDE with a Poisson component | 2010-10-18 | Paper |
| Analysis of the accuracy of Monte Carlo methods for boundary-value problems using a probabilistic representation | 2010-10-18 | Paper |
The maximal section algorithm in the Monte Carlo method
Doklady Mathematics | 2010-01-12 | Paper |
Comparison of a statistical simulation method and a spectral method for analysis of stochastic multistructure systems with distributed transitions
Russian Journal of Numerical Analysis and Mathematical Modelling | 2007-12-17 | Paper |
| scientific article; zbMATH DE number 2219899 (Why is no real title available?) | 2005-10-28 | Paper |
Algorithm of statistical simulation of dynamic systems with distributed change of structure *
Monte Carlo Methods and Applications | 2005-03-10 | Paper |
| scientific article; zbMATH DE number 1882450 (Why is no real title available?) | 2003-03-16 | Paper |
Algorithm for statistical simulation of two types of random-structure systems
Russian Journal of Numerical Analysis and Mathematical Modelling | 2002-05-14 | Paper |
| scientific article; zbMATH DE number 1286077 (Why is no real title available?) | 1999-05-11 | Paper |
| scientific article; zbMATH DE number 1225896 (Why is no real title available?) | 1998-11-22 | Paper |
| scientific article; zbMATH DE number 1197453 (Why is no real title available?) | 1998-09-09 | Paper |
Monte Carlo Simulation of Particle's Dispersion in Convective Boundary Layer of the Atmosphere
Monte Carlo Methods and Applications | 1997-03-23 | Paper |
| scientific article; zbMATH DE number 915480 (Why is no real title available?) | 1996-12-05 | Paper |
| scientific article; zbMATH DE number 766255 (Why is no real title available?) | 1995-06-22 | Paper |
| scientific article; zbMATH DE number 520136 (Why is no real title available?) | 1994-05-25 | Paper |
| scientific article; zbMATH DE number 3984247 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4003481 (Why is no real title available?) | 1986-01-01 | Paper |
