Artem'ev Sergei Semenovich

Publications in Math-Net.Ru

1. Parametric analysis of the oscillatory solutions to SDEs with Wiener and Poisson components by a Monte Carlo method
   
   Sib. Zh. Ind. Mat., 20:2 (2017),  3–14
2. Analysis of the influence of random noises for self-oscillating chemical reactions by a Monte-Carlo method on supercomputers
   
   Sib. Zh. Ind. Mat., 19:4 (2016),  15–21
3. Analysis of the accuracy of estimates of the first moments of solving SDE with Wiener and Poisson components by Monte Carlo method
   
   Sib. Zh. Vychisl. Mat., 19:1 (2016),  33–45
4. Numerical analysis of stochastic models for longitudinal motion missiles Monte Carlo on supercomputer
   
   Sib. Zh. Ind. Mat., 18:3 (2015),  3–10
5. Analysis of the effect of random noise on the strange attractors of Monte Carlo on a supercomputer
   
   Sib. Zh. Vychisl. Mat., 18:2 (2015),  121–134
6. New frequency characteristics of the numerical solution to stochastic differential equations
   
   Sib. Zh. Vychisl. Mat., 18:1 (2015),  15–26
7. Numerical solution to stochastic differential equations with a random structure on supercomputers
   
   Sib. Zh. Vychisl. Mat., 16:4 (2013),  303–311
8. Numerical analysis of stochastic oscillators on supercomputers
   
   Sib. Zh. Vychisl. Mat., 15:1 (2012),  31–43
9. A credit risk estimate for long-term financial flows basing on statistical modeling
   
   Sib. Zh. Ind. Mat., 14:2 (2011),  45–54
10. Numerical solution to stochastic differential equations on supercomputers
    
    Sib. Zh. Vychisl. Mat., 14:1 (2011),  5–17
11. The Statistical Modeling of Insurance for the Credit Risk of a Bond Portfolio
    
    Sib. Zh. Ind. Mat., 12:4 (2009),  3–11
12. Analysis of the accuracy of Monter Carlo methods for boundary-value problems using probabilistic representation
    
    Sib. Zh. Vychisl. Mat., 11:3 (2008),  239–250
13. Analysis of asymptotic distributions of some profitability characteristics of the trade algorithms
    
    Sib. Zh. Vychisl. Mat., 11:2 (2008),  115–125
14. Stock exchange modeling with a price model involving variable variance and correlation coefficients
    
    Sib. Zh. Vychisl. Mat., 11:1 (2008),  19–28
15. Analysis of the number of sale/purchase signals for trade algorithms
    
    Sib. Zh. Vychisl. Mat., 9:4 (2006),  325–334
16. Parametrical analysis of trade algorithms by Monte Carlo method
    
    Sib. Zh. Vychisl. Mat., 8:4 (2005),  281–287
17. Investigation of probability characteristics for a particular trade algorithm
    
    Sib. Zh. Vychisl. Mat., 8:2 (2005),  101–108
18. Numerical solution to stochastic differential equations with growing variance
    
    Sib. Zh. Vychisl. Mat., 8:1 (2005),  1–10
19. Stochastic wave models of prices of various financial instruments
    
    Sib. Zh. Vychisl. Mat., 5:2 (2002),  93–100
20. Multidimensional model of the dynamics of stock prices and the problem of constructing the investment portfolio
    
    Sib. Zh. Vychisl. Mat., 4:1 (2001),  13–20
21. Monte Carlo method for share's price modeling
    
    Sib. Zh. Vychisl. Mat., 3:1 (2000),  1–10
22. Estimates of the parameters in system of stochastic differential equations with linear inclusion of parameters
    
    Sib. Zh. Vychisl. Mat., 2:1 (1999),  1–11
23. Estimation of parameters in a system of stochastic differential equations from discrete observations
    
    Sibirsk. Mat. Zh., 40:5 (1999),  987–993
24. Stability of numerical methods for solving stochastic differential equations
    
    Sibirsk. Mat. Zh., 35:6 (1994),  1210–1214
25. Mean-square stability of numerical methods for solving stochastic differential equations
    
    Dokl. Akad. Nauk, 333:4 (1993),  421–422
26. A new family of numerical methods for solving stochastic differential equations
    
    Dokl. Akad. Nauk SSSR, 288:4 (1986),  777–780
27. An algorithm of variable order and step, based on methods of Rosenbrock type
    
    Zh. Vychisl. Mat. Mat. Fiz., 26:8 (1986),  1256–1258
28. An algorithm of variable order and step for the numerical solution of stiff systems of ordinary differential equations
    
    Dokl. Akad. Nauk SSSR, 238:3 (1978),  517–520
29. The construction of semi-implicit Runge–Kutta methods
    
    Dokl. Akad. Nauk SSSR, 228:4 (1976),  776–778


30. On the anniversary of Gennadii Alekseevich Mikhailov
    
    Sib. Zh. Vychisl. Mat., 17:2 (2014),  105–109
31. On the anniversary of Gennady Alekseevich Mikhailov
    
    Sib. Zh. Vychisl. Mat., 7:2 (2004),  97–101