Numerical Algorithms for Forward-Backward Stochastic Differential Equations von Milstein, G. N., Tretyakov, M. V.

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Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions von Milstein, G. N., Tretyakov, M. V.

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Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients von Milstein, G. N., Tretyakov, M. V.

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Numerical Methods for Stochastic Systems Preserving Symplectic Structure von Milstein, G. N., Repin, Yu. M., Tretyakov, M. V.

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Layer methods for stochastic Navier–Stokes equations using simplest characteristics von Milstein, G.N., Tretyakov, M.V.

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Quasi‐symplectic methods for Langevin‐type equations von Milstein, G. N., Tretyakov, M. V.

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Symplectic Integration of Hamiltonian Systems with Additive Noise von Milstein, G. N., Yu. M. Repin, Tretyakov, M. V.

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PRACTICAL VARIANCE REDUCTION VIA REGRESSION FOR SIMULATING DIFFUSIONS von MILSTEIN, G. N., TRETYAKOV, M. V.

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Balanced Implicit Methods for Stiff Stochastic Systems von Milstein, G. N., Platen, E., Schurz, H.

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Monte Carlo methods for backward equations in nonlinear filtering von Milstein, G. N., Tretyakov, M. V.

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Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations von Milstein, G. N., Tretyakov, M. V.

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Simulation of the transport of particles in coastal waters using forward and reverse time diffusion von Spivakovskaya, D., Heemink, A.W., Milstein, G.N., Schoenmakers, J.G.M.

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Numerical Integration of Stochastic Differential Equations von Milstein, G. N

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Solving parabolic stochastic partial differential equations via averaging over characteristics von MILSTEIN, G. N., TRETYAKOV, M. V.

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Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations von Milstein, G.N., Tretyakov, M.V.

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Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching von Milstein, G. N., Spokoiny, V.

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Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations von Milstein, G. N., Tretyakov, M. V.

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Simulation of a Space-Time Bounded Diffusion von Milstein, G. N., Tretyakov, M. V.

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An approximation method for Navier–Stokes equations based on probabilistic approach von Belopolskaya, Ya, Milstein, G.N.

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Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach von Milstein, G. N., Tretyakov, M. V.

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