On L 2-isomorphic Gaussian models for nongaussian distributions. - Alexander D. Egorov (Monte Carlo Methods Appl., 1997)

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)

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)

Approximations for expectations of functionals of solutions to stochastic differential equations. - Alexander D. Egorov (Monte Carlo Methods Appl., 2007)

Approximate formulas for expectations of functionals of solutions to stochastic differential equations. - Alexander D. Egorov; Karl Sabelfeld (Monte Carlo Methods Appl., 2010)

A method for the calculation of characteristics for the solution to stochastic differential equations. - Alexander D. Egorov; Victor Malyutin (Monte Carlo Methods Appl., 2017)