Birth date:
7.03.1997
Keywords: iterated Ito stochastic integral,
iterated Stratonovich stochastic integral,
Ito stochastic differential equation,
multiple Fourier-Legendre series.
Subject:
numerical modeling of stochastic differential equations
Main publications:
Kuznetsov, D. F., Kuznetsov M. D., “Mean-square approximation of iterated stochastic integrals from strong exponential Milstein and Wagner-Platen methods for non-commutative semilinear SPDEs based on multiple Fourier-Legendre series”, Recent Developments in Stochastic Methods and Applications, ICSM-5 2020, Springer Proceedings in Mathematics & Statistics, 371, eds. Shiryaev A.N., Samouylov K.E, Kozyrev D.V., Springer, Cham, 2021, 17–32
Kuznetsov M. D., Kuznetsov, D. F., “SDE–MATH: A software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier–Legendre series”, "Electronic Journal “Differential Equations and Control Processes”", 2021, no. 1, 93-422
Kuznetsov M., Novikova E., Kotenko I., Doynikova E., “Privacy Policies of IoT Devices: Collection and Analysis”, Sensors, 22 (2022), 18-38
