Alexander D. Egorov

Publication Activity (10 Years)

Years Active: 1997-2017
Publications (10 Years): 1

Top Topics

Stochastic Differential Equations

Top Venues

Monte Carlo Methods Appl.

Publications

Alexander D. Egorov, Victor Malyutin
A method for the calculation of characteristics for the solution to stochastic differential equations. Monte Carlo Methods Appl. 23 (3) (2017)
Alexander D. Egorov, Karl Sabelfeld
Approximate formulas for expectations of functionals of solutions to stochastic differential equations. Monte Carlo Methods Appl. 16 (2) (2010)
Alexander D. Egorov
Approximations for expectations of functionals of solutions to stochastic differential equations. Monte Carlo Methods Appl. 13 (4) (2007)
Alexander D. Egorov, A. V. Zherelo
Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations. Monte Carlo Methods Appl. 10 (3-4) (2004)
Alexander D. Egorov, Victor Malyutin
Approximate evaluation of a class of functional integrals over space of functions taking values ±1. Monte Carlo Methods Appl. 9 (4) (2003)
Alexander D. Egorov
On L 2-isomorphic Gaussian models for nongaussian distributions. Monte Carlo Methods Appl. 3 (2) (1997)