Numerical integration of stochastic differential equations von Milstein, G.N

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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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Forward and reverse representations for Markov chains von Milstein, G.N., Schoenmakers, J.G.M., Spokoiny, V.

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Computing ergodic limits for Langevin equations von Milstein, G.N., Tretyakov, M.V.

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

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Stochastic Stability of Differential Equations von Khasminskii, Rafail

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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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Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations 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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Maximum likelihood estimation of a nonparametric signal in white noise by optimal control von Milstein, G.N., Nussbaum, M.

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Numerical analysis of noise-induced regular oscillations von Milstein, G.N., Tretyakov, M.V.

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Orbital stability index for stochastic systems von Milstein, G.N.

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