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Numerical solution of stochastic differential equations, и . Applications of Mathematics Springer, Berlin, (2010)4th corrected printing.Numerical solution of SDE through computer experiments, , и . Universitext Springer, Berlin, (2003)Asymptotic Behavior of a Nonautonomous p-Laplacian Lattice System., и . Int. J. Bifurc. Chaos, 26 (10): 1650174:1-1650174:9 (2016)Numerical schemes for ordinary delay differential equations with random noise., и . Appl. Math. Comput., (2019)Fokker-Planck equation and Feynman-Kac formula for multidimensional stochastic dynamical systems with Lévy noises and time-dependent coefficients., , , и . Math. Comput. Simul., (2025)Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems., и . Numerical Methods and Application, том 2542 из Lecture Notes in Computer Science, стр. 213-220. Springer, (2002)Multilevel Monte Carlo for stochastic differential equations with additive fractional noise., , и . Ann. Oper. Res., 189 (1): 255-276 (2011)The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds., , , и . J. Comput. Appl. Math., 235 (5): 1245-1260 (2011)Higher order numerical approximation of switching systems., и . Syst. Control. Lett., 55 (9): 746-754 (2006)The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients., , , и . J. Comput. Appl. Math., (2020)