DMITRIY

FELIKSOVICH

KUZNETSOV

DOCTOR OF PHYSICO - MATHEMATICAL SCIENCES, PROFESSOR (DEPARTMENT OF MATHEMATICS, INSTITUTE OF PHYSICS AND MECHANICS, 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

STRONG APPROXIMATION OF ITERATED ITO AND STRATONOVICH STOCHASTIC INTEGRALS BASED ON GENERALIZED MULTIPLE FOURIER SERIES. APPLICATION TO NUMERICAL SOLUTION OF ITO SDES AND SEMILINEAR SPDES. 2024, 1029 P.
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, 343 P.
STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND PRACTICE OF NUMERICAL SOLUTION. WITH MATLAB PROGRAMS. 2018, 1073 P.
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