Begell House作者，编辑及审稿者

Dmitriy F. Kuznetsov

St. Peterburg State Technical University, Russia

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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