Autores, Editores y Críticos de Begell House

Dmitriy F. Kuznetsov

St. Peterburg State Technical University, Russia
Obtenga más información sobre el autor en el Directorio de Especialistas

Articles

Application of Approximation Methods of Iterated Stratonovich and Ito Stochastic Integrals to Numerical Simulation of Controlled Stochastic Systems Vol. 31 '1999 - Journal of Automation and Information Sciences
Numerical Methods of Modeling Control Systems Described by Stochastic Differential Equations Vol. 31 '1999 - Journal of Automation and Information Sciences
Mean Square Approximation of Solutions of Stochastic Differential Equations Using Legendre's Polynomials Vol. 32 '2000 - Journal of Automation and Information Sciences
Finite-Difference Strong Numerical Methods of Order 1.5 and 2.0 for Stochastic Differential Ito Equations with Nonadditive Multidimensional Noise Vol. 33 '2001 - Journal of Automation and Information Sciences
Combined Method of Strong Approximation of Multiple Stochastic Integrals Vol. 34 '2002 - Journal of Automation and Information Sciences
The Three-Step Strong Numerical Methods of the Orders of Accuracy 1.0 and 1.5 for Ito Stochastic Differential Equations Vol. 34 '2002 - Journal of Automation and Information Sciences