Просмотр коллекции по группе - По автору Milstein, G. N.

Перейти к: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
А Б В Г Д Е Ж З И Й К Л М Н О П Р С Т У Ф Х Ц Ч Ш Щ Ъ Ы Ь Э Ю Я
или введите несколько первых букв:  
Отображение результатов 3 до 19 из 19 < назад 
Дата публикацииНазваниеАвторы
2016Layer methods for stochastic Navier-Stokes equations using simplest characteristicsMilstein, G. N.; Tretyakov, M. V.
2020Mean-square approximation of navier-stokes equations with additive noise in vorticity-velocity formulationMilstein, G. N.; Tretyakov, M. V.
1997Mean-Square Numerical Methods for Stochastic Differential Equations with Small NoisesMilstein, G. N.; Tret'yakov, M. V.
2009Monte Carlo Methods for Backward Equations in Nonlinear FilteringMilstein, G. N.; Tretyakov, M. V.
2009Monte Carlo methods for backward equations in nonlinear filteringMilstein, G. N.; Tretyakov, M. V.
2000Numerical Algorithms for Semilinear Parabolic Equations with Small Parameter Based on Approximation of Stochastic EquationsMilstein, G. N.; Tretyakov, M. V.
2002Numerical Methods for Stochastic Systems Preserving Symplectic StructureMilstein, G. N.; Repin, Yu. M.; Tretyakov, M. V.
1997Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small NoiseMilstein, G. N.; Tret'yakov, M. V.
2013Probabilistic methods for the incompressible navier-stokes equations with space periodic conditionsMilstein, G. N.; Tretyakov, M. V.
2010Sensitivities for Bermudan Options by Regression MethodsBelomestny, D.; Milstein, G. N.; Schoenmakers, J.
2003The Simplest Random Walks for the Dirichlet ProblemMilstein, G. N.; Tretyakov, M. V.
1999Simulation of a Space-Time Bounded DiffusionMilstein, G. N.; Tretyakov, M. V.
2009SOLVING PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA AVERAGING OVER CHARACTERISTICSMilstein, G. N.; Tretyakov, M. V.
2012Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approachMilstein, G. N.; Tretyakov, M. V.
2002Symplectic Integration of Hamiltonian Systems with Additive NoiseMilstein, G. N.; Repin, Yu. M.; Tretyakov, M. V.
2004Transition Density Estimation for Stochastic Differential Equations Via Forward-reverse RepresentationsMilstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V.
2015Uniform approximation of the Cox-Ingersoll-Ross processMilstein, G. N.; Schoenmakers, J.