42 citations · 64 across the 3 of their papers we have counts for
3 papers
math.PR2018★ 11 cited
Numerical Simulation of 2.5-Set of Iterated Ito Stochastic Integrals of Multiplicities 1 to 5 From the Taylor-Ito Expansion
Dmitriy F. Kuznetsov
The article is devoted to the construction of effective procedures of the mean-square approximation of iterated Ito stochastic integrals of multiplicities 1 to 5 from the Taylor-It…
math.PR2018★ 11 cited
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
Dmitriy F. Kuznetsov
The article is devoted to the construction of explicit one-step strong numerical methods with the orders 2.0 and 2.5 of convergence for Ito stochastic differential equations with m…
math.PR2018★ 42 cited
To Numerical Modeling With Strong Orders 1.0, 1.5, and 2.0 of Convergence for Multidimensional Dynamical Systems With Random Disturbances
Dmitriy F. Kuznetsov
The article is devoted to explicit one-step numerical methods with strong orders 1.0, 1.5, and 2.0 of convergence for Ito stochastic differential equations with multidimensional an…