Averina Tat'yana Aleksandrovna

Publications in Math-Net.Ru

1. Rosenbrock-type methods for solving stochastic differential equations
   
   Sib. Zh. Vychisl. Mat., 27:2 (2024),  123–145
2. On one method for modeling an nonhomogeneous Poisson point process
   
   Sib. Zh. Vychisl. Mat., 25:1 (2022),  1–17
3. Statistical filtering algorithms for systems with random structure
   
   Russian Universities Reports. Mathematics, 25:130 (2020),  109–122
4. A modification of numerical methods for stochastic differential equations with the first integral
   
   Sib. Zh. Vychisl. Mat., 22:3 (2019),  243–259
5. Fluctuations of a charge on melted drops of silicon carbide during condensation
   
   Keldysh Institute preprints, 2018, 280, 24 pp.
6. Modeling of multistructural systems on manifolds for statistical analysis and filtering problems
   
   Tambov University Reports. Series: Natural and Technical Sciences, 23:122 (2018),  145–153
7. The nonequilibrium stage Phase transition of the first kind: stochastic models and algorithms for solving
   
   Keldysh Institute preprints, 2017, 115, 32 pp.
8. An approximate solution of the prediction problem for stochastic jump-diffusion systems
   
   Sib. Zh. Vychisl. Mat., 20:1 (2017),  1–13
9. Solution of stochastic analog equation during non-equilibrium stage of phase transition and silicon carbide porosity
   
   Keldysh Institute preprints, 2016, 021, 37 pp.
10. Using a randomized method of a maximum cross-section for simulating random structure systems with distributed transitions
    
    Sib. Zh. Vychisl. Mat., 19:3 (2016),  235–247
11. Numerical analysis of stochastic models for longitudinal motion missiles Monte Carlo on supercomputer
    
    Sib. Zh. Ind. Mat., 18:3 (2015),  3–10
12. A modified algorithm for statistical simulation of multistructural systems with distributed change of structure
    
    Sib. Zh. Vychisl. Mat., 16:2 (2013),  97–105
13. Модифицированный алгоритм статистического моделирования динамических систем с условной марковской структурой
    
    Matem. Mod. Kraev. Zadachi, 2 (2010),  10–12
14. Algorithms for the exact and approximate statistical modeling of Poisson ensembles
    
    Zh. Vychisl. Mat. Mat. Fiz., 50:6 (2010),  1005–1016
15. New algorithms for the statistical modeling of inhomogeneous Poisson ensembles
    
    Zh. Vychisl. Mat. Mat. Fiz., 50:1 (2010),  16–23
16. Statistical simulation methods for a nonhomogeneous Poisson ensemble
    
    Sib. Zh. Vychisl. Mat., 12:4 (2009),  361–374
17. Parameters estimates of a price series model as solution to linear SDE with a Poisson component
    
    Sib. Zh. Vychisl. Mat., 12:2 (2009),  121–129
18. Статистическое моделирование стохастических мультиструктурных систем с распределeнными переходами
    
    Matem. Mod. Kraev. Zadachi, 2 (2008),  8–10
19. Analysis of the accuracy of Monter Carlo methods for boundary-value problems using probabilistic representation
    
    Sib. Zh. Vychisl. Mat., 11:3 (2008),  239–250
20. Two methods for analyzing stochastic multi-structural systems with distributed structure changes
    
    Sib. Zh. Vychisl. Mat., 11:1 (2008),  1–18
21. The analysis of stability of a linear oscillator with multiplicative noise
    
    Sib. Zh. Vychisl. Mat., 10:2 (2007),  127–145
22. Numerical solution to stochastic differential equations with growing variance
    
    Sib. Zh. Vychisl. Mat., 8:1 (2005),  1–10
23. Statistic algorithm of simulation of dynamic systems with random structure
    
    Sib. Zh. Vychisl. Mat., 5:1 (2002),  1–10
24. A new family of numerical methods for solving stochastic differential equations
    
    Dokl. Akad. Nauk SSSR, 288:4 (1986),  777–780