The following pages link to M. V. Tretyakov (Q268289):
Displaying 46 items.
- Layer methods for stochastic Navier-Stokes equations using simplest characteristics (Q268290) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach (Q766226) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Numerical analysis of noise-induced regular oscillations (Q1570781) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- Evaluation of the minimum face clearance of a high-speed gas-lubricated bearing with Navier slip boundary conditions under random excitations (Q2324413) (← links)
- Mutation and selection in bacteria: modelling and calibration (Q2633568) (← links)
- Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach (Q2763940) (← links)
- Application of simplest random walk algorithms for pricing barrier options (Q2849683) (← links)
- Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions (Q2856034) (← links)
- Introductory Course on Financial Mathematics (Q2857561) (← links)
- Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise (Q2946202) (← links)
- Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics (Q3015683) (← links)
- (Q3015767) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations (Q3084200) (← links)
- Computing conditional Wiener integrals of functionals of a general form (Q3088356) (← links)
- Stochastic Numerics for Mathematical Physics (Q3383383) (← links)
- Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations (Q3417898) (← links)
- Practical Variance Reduction via Regression for Simulating Diffusions (Q3559131) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises (Q4376220) (← links)
- Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise (Q4377550) (← links)
- The Simplest Random Walks for the Dirichlet Problem (Q4442886) (← links)
- NOISE-INDUCED UNIDIRECTIONAL TRANSPORT (Q4460426) (← links)
- Quasi-symplectic methods for Langevin-type equations (Q4460571) (← links)
- Symplectic Integration of Hamiltonian Systems with Additive Noise (Q4539406) (← links)
- Bayesian inversion in resin transfer molding (Q4582679) (← links)
- Stochastic Resin Transfer Molding Process (Q4636354) (← links)
- Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations (Q4700196) (← links)
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure (Q4785830) (← links)
- A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations (Q4787677) (← links)
- (Q4826106) (← links)
- Mean velocity of noise-induced transport in the limit of weak periodic forcing (Q4947714) (← links)
- Effect of random forcing on fluid-lubricated bearing (Q5009240) (← links)
- A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS (Q5052262) (← links)
- Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation (Q5153421) (← links)
- A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications (Q5397607) (← links)
- Numerical integration of the Heath-Jarrow-Morton model of interest rates (Q5398452) (← links)
- Numerical Algorithms for Forward-Backward Stochastic Differential Equations (Q5470436) (← links)
- Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310) (← links)
- Consensus-based optimization via jump-diffusion stochastic differential equations (Q6102917) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
- On the long-time integration of stochastic gradient systems (Q6248963) (← links)
- Neural variance reduction for stochastic differential equations (Q6508058) (← links)
