Dmitriy F. Kuznetsov

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Publications

Citations

686

H-Index

Active since

2000

Affiliations

Peter the Great St. Petersburg Polytechnic University(Current)

CI2

Dmitriy F. Kuznetsov is an author at Peter the Great St. Petersburg Polytechnic University specializing in stochastic processes, engineering, and stochastic integrals.

ORCID

Publications per year

2000–2020

Publications

On Numerical Modeling of the Multidimensional Dynamic Systems under Random Perturbations with the 1.5 and 2.0 Orders of Strong Convergence

Dmitriy F. Kuznetsov · Automation and Remote Control · 2018 · 43 citations

Natural Sciences, Mathematics, Physics +17

Development and Application of the Fourier Method for the Numerical Solution of Ito Stochastic Differential Equations

Dmitriy F. Kuznetsov · Computational Mathematics and Mathematical Physics · 2018 · 41 citations · Full text

Engineering, Computational Engineering, Differential Equations +11

Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series

Dmitriy F. Kuznetsov · Ufimskii Matematicheskii Zhurnal · 2019 · 36 citations · Full text

Engineering, Computational Engineering, Dynamical Systems +15

Multiple Ito and Stratonovich stochastic integrals: approximations, properties, formulas

Dmitriy F. Kuznetsov · Electronic Library of Peter the Great Polytechnic University · 2013 · 34 citations · Full text

Engineering, Business Economics, Probability Theory +13

Exact Calculation of the Mean-Square Error in the Method of Approximation of Iterated Ito Stochastic integrals, Based on Generalized Multiple Fourier Series

Dmitriy F. Kuznetsov · arXiv (Cornell University) · 2018 · 31 citations · Full text

Engineering, Computational Engineering, Stochastic Modeling +15

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