Просмотр коллекции по группе - По автору Milstein, G. N.
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Дата публикации | Название | Авторы |
2007 | Forward and Reverse Representations for Markov Chains | Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. |
2007 | Forward and reverse representations for Markov chains | Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. |
2016 | Layer methods for stochastic Navier-Stokes equations using simplest characteristics | Milstein, G. N.; Tretyakov, M. V. |
2020 | Mean-square approximation of navier-stokes equations with additive noise in vorticity-velocity formulation | Milstein, G. N.; Tretyakov, M. V. |
1997 | Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises | Milstein, G. N.; Tret'yakov, M. V. |
2009 | Monte Carlo methods for backward equations in nonlinear filtering | Milstein, G. N.; Tretyakov, M. V. |
2000 | Numerical Algorithms for Semilinear Parabolic Equations with Small Parameter Based on Approximation of Stochastic Equations | Milstein, G. N.; Tretyakov, M. V. |
2002 | Numerical Methods for Stochastic Systems Preserving Symplectic Structure | Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. |
1997 | Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise | Milstein, G. N.; Tret'yakov, M. V. |
2013 | Probabilistic methods for the incompressible navier-stokes equations with space periodic conditions | Milstein, G. N.; Tretyakov, M. V. |
2010 | Sensitivities for Bermudan Options by Regression Methods | Belomestny, D.; Milstein, G. N.; Schoenmakers, J. |
2003 | The Simplest Random Walks for the Dirichlet Problem | Milstein, G. N.; Tretyakov, M. V. |
1999 | Simulation of a Space-Time Bounded Diffusion | Milstein, G. N.; Tretyakov, M. V. |
2009 | SOLVING PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA AVERAGING OVER CHARACTERISTICS | Milstein, G. N.; Tretyakov, M. V. |
2012 | Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach | Milstein, G. N.; Tretyakov, M. V. |
2002 | Symplectic Integration of Hamiltonian Systems with Additive Noise | Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. |
2004 | Transition Density Estimation for Stochastic Differential Equations Via Forward-reverse Representations | Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. |
2015 | Uniform approximation of the Cox-Ingersoll-Ross process | Milstein, G. N.; Schoenmakers, J. |