The following pages link to Grigori N. Milstein (Q591981):
Displaying 50 items.
- Layer methods for stochastic Navier-Stokes equations using simplest characteristics (Q268290) (← links)
- Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
- A note on order of convergence of numerical method for neutral stochastic functional differential equations (Q430392) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- A boundary preserving numerical algorithm for the Wright-Fisher model with mutation (Q438725) (← links)
- The Poincaré inequality for \(C^{1,\alpha}\)-smooth vector fields (Q483430) (← links)
- A sharp bound on the \(L^2\) norm of the solution of a random elliptic difference equation (Q548458) (← links)
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
- A class of orthogonal integrators for stochastic differential equations (Q557773) (← links)
- (Q585889) (redirect page) (← links)
- (Q231627) (redirect page) (← links)
- (Q1267428) (redirect page) (← links)
- (Q231627) (redirect page) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Waveform relaxation method for stochastic differential equations with constant delay (Q617636) (← links)
- Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs (Q638461) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport (Q656396) (← links)
- Probabilistic analysis of the upwind scheme for transport equations (Q717432) (← links)
- Hybrid Monte Carlo on Hilbert spaces (Q719371) (← links)
- The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching (Q732504) (← links)
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise (Q766225) (← links)
- Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach (Q766226) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Finite element methods for semilinear elliptic stochastic partial differential equations (Q879927) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Sparse second moment analysis for elliptic problems in stochastic domains (Q929362) (← links)
- Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\) (Q930373) (← links)
- Error analysis of a stochastic immersed boundary method incorporating thermal fluctuations (Q960334) (← links)
- Control of stochastic chaos using sliding mode method (Q1004007) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
- Particle interpretation of nonlinear filtering and optimization (Q1267429) (← links)
- Diffusion approximation for nonparametric autoregression (Q1281420) (← links)
- Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
- Inverse filtration problem for a moving-mean-like object under the absence of measurement disturbances (Q1287258) (← links)
- On the sampled-data \(H^\infty\) filtering problem (Q1298234) (← links)
- Approximate nonlinear filtering by projection on exponential manifolds of densities (Q1301753) (← links)
- Linear filtering with fractional Brownian motion in the signal and observation processes (Q1305824) (← links)
- Robust algorithms for solving stochastic partial differential equations (Q1357348) (← links)
- Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes (Q1363314) (← links)
- A powerful numerical technique solving Zakai equation for nonlinear filtering (Q1363315) (← links)
- The stability of stochastically perturbed orbital motions (Q1371071) (← links)
- Robustness and convergence of approximations to nonlinear filters for jump-diffusions (Q1375892) (← links)
- Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters (Q1383478) (← links)
- Generalized inverse extrapolation of stochastic processes by an aggregate of continuous discrete observations with memory (Q1386990) (← links)
- Nonlinear state estimation, indistinguishable states, and the extended Kalman filter (Q1404838) (← links)
- An approximation method for Navier-Stokes equations based on probabilistic approach. (Q1423139) (← links)
- A correlation-based computational model for synthesizing long-range dependent data. (Q1428211) (← links)
- A semi-discrete scheme for the stochastic nonlinear Schrödinger equation (Q1434060) (← links)
