RUS
ENG
Full version
PEOPLE
Chernykh Nadezda
Publications in Math-Net.Ru
Implicit strong methods for the numerical solution modelling for stochastic differential equations with markovian switching
UBS
,
50
(2014),
58–83
Modelling of decisions of the stochastic differential equations with markovian switchings
UBS
,
40
(2012),
108–143
Algorithms for numerical solution of stochastic differental systems with switching diffusion
UBS
,
36
(2012),
106–143
©
Steklov Math. Inst. of RAS
, 2026