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20172026
most citedDevelopment and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals

40 citations · 312 across the 28 of their papers we have counts for

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math.PR2026

A New Modifications of the Milstein and Euler Methods and the Taylor-Ito Expansion for Ito Stochastic Differential Equations with Drift and Diffusion Coefficients Having Non-Differentiable or Singular Time-Dependent Multipliers

Dmitriy F. Kuznetsov, Mikhail D. Kuznetsov

The article presents a new modifications of the Milstein and Euler methods for systems of Ito stochastic differential equations with drift and diffusion coefficients having differe…