15 citations to https://www.mathnet.ru/rus/zvmmf10933
  1. Konstantin Rybakov, “Spectral Representation and Simulation of Fractional Brownian Motion”, Computation, 13:1 (2025), 19  crossref
  2. Farzaneh Safari, Xingya Feng, “The Development of a Mesh-Free Technique for the Fractional Model of the Inverse Problem of the Rayleigh–Stokes Equation with Additive Noise”, Fractal Fract, 9:8 (2025), 551  crossref
  3. Konstantin A. Rybakov, “On Approximate Representation of Fractional Brownian Motion”, Methodol Comput Appl Probab, 27:4 (2025)  crossref
  4. Reema Gupta, Snehashish Chakraverty, “Operational matrix method for solving two-dimensional stochastic model with weakly singular kernel”, Engineering Computations, 2025, 1  crossref
  5. Nasim Madah Shariati, Mohammadreza Yaghouti, Amjad Alipanah, “A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise”, Journal of Statistical Computation and Simulation, 93:5 (2023), 837  crossref
  6. Konstantin Rybakov, “Spectral Representations of Iterated Stochastic Integrals and Their Application for Modeling Nonlinear Stochastic Dynamics”, Mathematics, 11:19 (2023), 4047  crossref
  7. Yoshio Komori, Guoguo Yang, Kevin Burrage, “Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral”, SIAM J. Numer. Anal., 61:4 (2023), 1716  crossref
  8. К. А. Рыбаков, “Точное вычисление погрешности аппроксимации кратных стохастических интегралов Ито”, Сиб. журн. вычисл. матем., 26:2 (2023), 205–213  mathnet  crossref; K. A. Rybakov, “Exact calculation of the approximation error of multiple Itô stochastic integrals”, Num. Anal. Appl., 16:2 (2023), 172–178  crossref
  9. Jehad K. Mohammed, Ayad R. Khudair, “Solving nonlinear stochastic differential equations via fourth-degree hat functions”, Results in Control and Optimization, 12 (2023), 100291  crossref
  10. Felix Kastner, Andreas Rößler, “An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox”, Numer Algor, 93:1 (2023), 27  crossref
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