1. 2024
  2. Rosenbrock-Type Methods for Solving Stochastic Differential Equations

    Averina, T. A. & Rybakov, K. A., Jun 2024, In: Numerical Analysis and Applications. 17, 2, p. 99-115 17 p.

    Research output: Contribution to journalArticlepeer-review

  3. Conditional Optimization of Algorithms for Estimating Distributions of Solutions to Stochastic Differential Equations

    Averina, T., Feb 2024, In: Mathematics. 12, 4, 586.

    Research output: Contribution to journalArticlepeer-review

  4. 2022
  5. One Method for Simulating Inhomogeneous Poisson Point Process

    Averina, T. A., Jan 2022, In: Numerical Analysis and Applications. 15, 1, 1.

    Research output: Contribution to journalArticlepeer-review

  6. 2021
  7. Maximum cross section method in the filtering problem for continuous systems with Markovian switching

    Averina, T. A. & Rybakov, K. A., 1 Jun 2021, In: Russian Journal of Numerical Analysis and Mathematical Modelling. 36, 3, p. 127-137 11 p.

    Research output: Contribution to journalArticlepeer-review

  8. 2020
  9. Using maximum cross section method for filtering jump-diffusion random processes

    Averina, T. A. & Rybakov, K. A., 1 Apr 2020, In: Russian Journal of Numerical Analysis and Mathematical Modelling. 35, 2, p. 55-67 13 p.

    Research output: Contribution to journalArticlepeer-review

  10. 2019
  11. Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes

    Averina, T. & Rybakov, K., Aug 2019, 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019. Institute of Electrical and Electronics Engineers Inc., p. 8-11 4 p. 8880234. (2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

  12. A Modification of Numerical Methods for Stochastic Differential Equations with First Integrals

    Averina, T. A. & Rybakov, K. A., 1 Jul 2019, In: Numerical Analysis and Applications. 12, 3, p. 203-218 16 p.

    Research output: Contribution to journalArticlepeer-review

  13. 2018
  14. Systems with regime switching on manifolds

    Averina, T. & Rybakov, K., 6 Jul 2018, Proceedings of 2018 14th International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiys Conference), STAB 2018. Institute of Electrical and Electronics Engineers Inc., p. 1-3 3 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

  15. Statistical analysis of diffusion systems with invariants

    Averina, T. A., Karachanskaya, E. V. & Rybakov, K. A., 23 Feb 2018, In: Russian Journal of Numerical Analysis and Mathematical Modelling. 33, 1, p. 1-13 13 p.

    Research output: Contribution to journalArticlepeer-review

  16. 2017
  17. Statistical modeling of random processes with invariants

    Averina, T., Karachanskaya, E. & Rybakov, K., 14 Nov 2017, Proceedings - 2017 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2017. Institute of Electrical and Electronics Engineers Inc., p. 34-37 4 p. 8109832

    Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

  18. Solving approximately a prediction problem for stochastic jump-diffusion systems

    Averina, T. A. & Rybakov, K. A., 1 Jan 2017, In: Numerical Analysis and Applications. 10, 1, p. 1-10 10 p.

    Research output: Contribution to journalArticlepeer-review

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