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On the almost sure stability of dynamical systems with respect to white noise. (English. Russian original) Zbl 1453.93240

J. Math. Sci., New York 252, No. 2, 242-246 (2021); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 152, 120-124 (2018).
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Construction of a mean square error adaptive Euler-Maruyama method with applications in multilevel Monte Carlo. (English) Zbl 1356.65019

Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 29-86 (2016).
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