Alexander D. Egorov

According to our database, Alexander D. Egorov authored at least 6 papers between 1997 and 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2017

A method for the calculation of characteristics for the solution to stochastic differential equations.

Alexander D. Egorov, Victor Malyutin

Monte Carlo Methods Appl., 2017

2010

Approximate formulas for expectations of functionals of solutions to stochastic differential equations.

Alexander D. Egorov, Karl Sabelfeld

Monte Carlo Methods Appl., 2010

2007

Approximations for expectations of functionals of solutions to stochastic differential equations.

Alexander D. Egorov

Monte Carlo Methods Appl., 2007

2004

Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations.

Alexander D. Egorov, A. V. Zherelo

Monte Carlo Methods Appl., 2004

2003

Approximate evaluation of a class of functional integrals over space of functions taking values ±1.

Alexander D. Egorov, Victor Malyutin

Monte Carlo Methods Appl., 2003

1997

On L 2-isomorphic Gaussian models for nongaussian distributions.

Alexander D. Egorov

Monte Carlo Methods Appl., 1997