The following pages link to Grigori N. Milstein (Q591981):
Displayed 50 items.
- Asymptotic expansion in nonlinear filtering with homogenization (Q1568194) (← links)
- Numerical analysis of noise-induced regular oscillations (Q1570781) (← links)
- The unified Taylor-Itô expansion (Q1575990) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- State estimation and filtering in stochastic systems using adequate simplification (Q1580201) (← links)
- On filtering for a hidden Markov chain under square performance criterion (Q1592133) (← links)
- Applying the EKF to stochastic differential equations with level effects (Q1592900) (← links)
- Do WSL adaptive filters provide better tracking performance than LMS filters? (Q1596454) (← links)
- Improved EKF method of estimating locations with sudden high jumps in the measurement noise (Q1604739) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Multilevel mixture Kalman filter (Q1773794) (← links)
- Fault isolation filter design for linear stochastic systems (Q1805985) (← links)
- Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information (Q1826647) (← links)
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425) (← links)
- Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation (Q1861518) (← links)
- Precise closed equations of optimal nonlinear filtering for a class of bilinear systems (Q1881943) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- A particle approximation of the solution of the Kushner-Stratonovitch equation (Q1969523) (← links)
- Forward and reverse representations for Markov chains (Q2372464) (← links)
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes (Q2376859) (← links)
- Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
- Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise (Q2391030) (← links)
- A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (Q2433787) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Spectral Galerkin method for stochastic wave equations driven by space-time white noise (Q2467014) (← links)
- Structure preserving stochastic integration schemes in interest rate derivative modeling (Q2479422) (← links)
- Exponential stability of numerical solutions to SDDEs with Markovian switching (Q2489369) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- Multiscale approach for stochastic elliptic equations in heterogeneous media (Q2509902) (← links)
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise (Q2566643) (← links)
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
- Numerical methods for some nonlinear stochastic differential equations (Q2572654) (← links)
- Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach (Q2763940) (← links)
- Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430) (← links)
- Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions (Q2856034) (← links)
- Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching (Q2940770) (← links)
- Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times (Q2963686) (← links)
- (Q3015767) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777) (← links)
- THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS (Q3149366) (← links)
- The probability approach to numerical solution of nonlinear parabolic equations (Q3150188) (← links)
- Stochastic Numerics for Mathematical Physics (Q3383383) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations (Q3417898) (← links)
- Simulation Based Option Pricing (Q3542267) (← links)
- Practical Variance Reduction via Regression for Simulating Diffusions (Q3559131) (← links)