Mikhail Dmitrievich Kuznetsov

Available identifiers

zbMath Open kuznetsov.mikhail-dmitrievichMaRDI QIDQ4986657

List of research outcomes

Publication	Date of Publication	Type
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
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

Research outcomes over time

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