12 citations to https://www.mathnet.ru/rus/zvmmf10933
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К. А. Рыбаков, “Точное вычисление погрешности аппроксимации кратных стохастических интегралов Ито”, Сиб. журн. вычисл. матем., 26:2 (2023), 205–213
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Nasim Madah Shariati, Mohammadreza Yaghouti, Amjad Alipanah, “A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise”, Journal of Statistical Computation and Simulation, 93:5 (2023), 837
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Konstantin Rybakov, “Spectral Representations of Iterated Stochastic Integrals and Their Application for Modeling Nonlinear Stochastic Dynamics”, Mathematics, 11:19 (2023), 4047
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Yoshio Komori, Guoguo Yang, Kevin Burrage, “Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral”, SIAM J. Numer. Anal., 61:4 (2023), 1716
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K. A. Rybakov, “Exact Calculation of the Approximation Error of Multiple Itô Stochastic Integrals1”, Numer. Analys. Appl., 16:2 (2023), 172
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Jehad K. Mohammed, Ayad R. Khudair, “Solving nonlinear stochastic differential equations via fourth-degree hat functions”, Results in Control and Optimization, 12 (2023), 100291
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Felix Kastner, Andreas Rößler, “An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox”, Numer Algor, 93:1 (2023), 27
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Osama Alabdali, Suha Shihab, Mohammed Rasheed, Taha Rashid, 3RD INTERNATIONAL SCIENTIFIC CONFERENCE OF ALKAFEEL UNIVERSITY (ISCKU 2021), 2386, 3RD INTERNATIONAL SCIENTIFIC CONFERENCE OF ALKAFEEL UNIVERSITY (ISCKU 2021), 2022, 050019
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H. Hassani, J. A. Tenreiro Machado, Z. Avazzadeh, E. Safari, S. Mehrabi, “Optimal solution of the fractional order breast cancer competition model”, Sci Rep, 11:1 (2021), 15622
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G. Yang, K. Burrage, Y. Komori, P. Burrage, X. Ding, “A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations”, Numer. Algorithms, 88:4 (2021), 1641–1665