40 citations · 312 across the 28 of their papers we have counts for
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math.PR2019★ 16 cited
Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
Dmitriy F. Kuznetsov
The article is devoted to the application of multiple Fourier-Legendre series to implementation of strong exponential Milstein and Wagner-Platen methods for non-commutative semilin…
math.GM2019★ 25 cited
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
Dmitriy F. Kuznetsov
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity with respect to the infinite-dimensional -Wiener pr…
math.GM2019★ 22 cited
Comparative Analysis of the Efficiency of Application of Legendre Polynomials and Trigonometric Functions to the Numerical Integration of Ito Stochastic Differential Equations
Dmitriy F. Kuznetsov
The article is devoted to comparative analysis of the efficiency of application of Legendre polynomials and trigonometric functions to the numerical integration of Ito stochastic d…