scientific article; zbMATH DE number 2114382
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Publication:4826106
zbMath1085.60004MaRDI QIDQ4826106
M. V. Tretyakov, Grigori N. Milstein
Publication date: 10 November 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic resonanceBrownian ratchetsCauchy, Dirichlet and Neumann problem for partial differential equationsMean-square methods for stochastic differential equationsRandom walk on small spheresWeak methods for stochastic differential equations
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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