M. V. Tretyakov

Available identifiers

zbMath Open tretyakov.michael-vMaRDI QIDQ268289

List of research outcomes

Publication	Date of Publication	Type
Consensus-based optimization via jump-diffusion stochastic differential equations	2023-06-23	Paper
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions	2023-06-05	Paper
A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS	2022-11-24	Paper
Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation	2021-09-29	Paper
Stochastic Numerics for Mathematical Physics	2021-09-23	Paper
Effect of random forcing on fluid-lubricated bearing	2021-08-19	Paper
Pricing FX Options under Intermediate Currency	2019-12-03	Paper
Evaluation of the minimum face clearance of a high-speed gas-lubricated bearing with Navier slip boundary conditions under random excitations	2019-09-11	Paper
Mutation and selection in bacteria: modelling and calibration	2019-05-09	Paper
Bayesian inversion in resin transfer molding	2018-08-24	Paper
Stochastic Resin Transfer Molding Process	2018-04-19	Paper
Layer methods for stochastic Navier-Stokes equations using simplest characteristics	2016-04-14	Paper
Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise	2015-09-16	Paper
A recursive sparse grid collocation method for differential equations with white noise	2014-11-17	Paper
Numerical integration of the Heath-Jarrow-Morton model of interest rates	2014-02-28	Paper
A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications	2014-02-24	Paper
On the long-time integration of stochastic gradient systems	2014-02-12	Paper
Layer methods for Navier-Stokes equations with additive noise	2013-12-20	Paper
Introductory Course on Financial Mathematics	2013-11-04	Paper
Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions	2013-10-23	Paper
Application of simplest random walk algorithms for pricing barrier options	2013-09-24	Paper
Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach	2012-03-23	Paper
Computing conditional Wiener integrals of functionals of a general form	2011-08-19	Paper
Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics	2011-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q3015767	2011-07-13	Paper
Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations	2011-03-15	Paper
Solving parabolic stochastic partial differential equations via averaging over characteristics	2010-11-07	Paper
Practical Variance Reduction via Regression for Simulating Diffusions	2010-05-11	Paper
Monte Carlo methods for backward equations in nonlinear filtering	2009-05-06	Paper
Computing ergodic limits for Langevin equations	2007-06-14	Paper
Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations	2007-01-31	Paper
Numerical Algorithms for Forward-Backward Stochastic Differential Equations	2006-05-30	Paper
Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients	2005-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4826106	2004-11-10	Paper
Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations	2004-08-06	Paper
NOISE-INDUCED UNIDIRECTIONAL TRANSPORT	2004-05-18	Paper
Quasi-symplectic methods for Langevin-type equations	2004-05-18	Paper
The Simplest Random Walks for the Dirichlet Problem	2004-01-21	Paper
A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations	2003-08-25	Paper
Numerical Methods for Stochastic Systems Preserving Symplectic Structure	2003-01-05	Paper
Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach	2002-09-26	Paper
Symplectic Integration of Hamiltonian Systems with Additive Noise	2002-07-08	Paper
Simulation of a space-time bounded diffusion	2000-09-04	Paper
Numerical analysis of noise-induced regular oscillations	2000-07-11	Paper
Mean velocity of noise-induced transport in the limit of weak periodic forcing	2000-04-25	Paper
Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations	1999-11-01	Paper
Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises	1998-02-10	Paper
Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise	1998-02-10	Paper

Research outcomes over time

Doctoral students

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