DMITRIY

FELIKSOVICH

KUZNETSOV

DOCTOR OF PHYSICO - MATHEMATICAL SCIENCES, PROFESSOR (DEPARTMENT OF MATHEMATICS, INSTITUTE OF PHYSICS AND MATHEMATICS, PETER THE GREAT SAINT-PETERSBURG POLYTECHNIC UNIVERSITY, RUSSIA). SINCE 1990, I HAVE BEEN WORKING ON THE PROBLEMS OF NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS AND STRONG APPROXIMATION OF ITERATED ITO AND STRATONOVICH STOCHASTIC INTEGRALS

Stochastic Differential Equations: Theory and Practice of Numerical Solution. With Programs on PYTHON and MATLAB. 7th Edition. 2026, 1599 p. ISBN 978-5-6056957-1-4 (Monograph)
Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals: Method of Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs. 5th Edition. 2026, 1248 p. ISBN 978-5-6056957-0-7 (Monograph)
Implementation of Strong Numerical Methods of Orders 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 for Ito SDEs With Non-Commutative Noise Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions and Multiple Fourier-Legendre Series (PYTHON Software Package) 2021, 347 p.
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