Rybakov, K. A. Exact calculation of the approximation error of multiple Itô stochastic integrals. (Russian. English summary) Zbl 07771106 Sib. Zh. Vychisl. Mat. 26, No. 2, 205-213 (2023). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 26, No. 2, 205--213 (2023; Zbl 07771106) Full Text: DOI MNR
Kudryavtseva, I. A.; Rybakov, K. A. Comparative analysis of particle filters for stochastic systems with continuous and discrete time. (English. Russian original) Zbl 1511.93123 J. Comput. Syst. Sci. Int. 61, No. 5, 741-750 (2022); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2022, No. 5, 40-49 (2022). MSC: 93E11 93C55 PDFBibTeX XMLCite \textit{I. A. Kudryavtseva} and \textit{K. A. Rybakov}, J. Comput. Syst. Sci. Int. 61, No. 5, 741--750 (2022; Zbl 1511.93123); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2022, No. 5, 40--49 (2022) Full Text: DOI
Rybakov, Konstantin Aleksandrovich Modeling linear nonstationary stochastic systems by spectral method. (Russian. English summary) Zbl 1459.93169 Differ. Uravn. Protsessy Upr. 2020, No. 3, 98-128 (2020). MSC: 93E03 60J70 93C05 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2020, No. 3, 98--128 (2020; Zbl 1459.93169) Full Text: Link
Rybakov, K. A. Modeling and analysis of output processes of linear continuous stochastic systems based on orthogonal expansions of random functions. (English. Russian original) Zbl 1453.93227 J. Comput. Syst. Sci. Int. 59, No. 3, 322-337 (2020); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2020, No. 3, 14-29 (2020). MSC: 93E03 93C15 93C05 60H10 PDFBibTeX XMLCite \textit{K. A. Rybakov}, J. Comput. Syst. Sci. Int. 59, No. 3, 322--337 (2020; Zbl 1453.93227); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2020, No. 3, 14--29 (2020) Full Text: DOI
Averina, T. A.; Rybakov, K. A. A modification of numerical methods for stochastic differential equations with the first integral. (Russian. English summary) Zbl 07607916 Sib. Zh. Vychisl. Mat. 22, No. 3, 243-259 (2019). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{T. A. Averina} and \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 22, No. 3, 243--259 (2019; Zbl 07607916) Full Text: DOI MNR
Rybakov, Konstantin Aleksandrovich Applying spectral form of mathematical description for representation of iterated stochastic integrals. (Russian. English summary) Zbl 1437.60030 Differ. Uravn. Protsessy Upr. 2019, No. 4, 1-31 (2019). MSC: 60H05 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2019, No. 4, 1--31 (2019; Zbl 1437.60030) Full Text: Link
Averina, Tat’yana A.; Karachanskaya, Elena V.; Rybakov, Konstantin A. Modeling and analysis of linear invariant stochastic systems. (Russian. English summary) Zbl 1393.58021 Differ. Uravn. Protsessy Upr. 2018, No. 1, 54-76 (2018). MSC: 58J65 60H15 65N99 PDFBibTeX XMLCite \textit{T. A. Averina} et al., Differ. Uravn. Protsessy Upr. 2018, No. 1, 54--76 (2018; Zbl 1393.58021) Full Text: Link
Averina, Tatiana A.; Karachanskaya, Elena V.; Rybakov, Konstantin A. Statistical analysis of diffusion systems with invariants. (English) Zbl 1436.65011 Russ. J. Numer. Anal. Math. Model. 33, No. 1, 1-13 (2018). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{T. A. Averina} et al., Russ. J. Numer. Anal. Math. Model. 33, No. 1, 1--13 (2018; Zbl 1436.65011) Full Text: DOI