Milʹstejn, Grigorij N. 1937-
Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Milʹshteĭn, Grigoriĭ Noĭkhovich
Mil'štejn, G.N.
Milstein, Grigori Noikhovich
Mil'štejn, Grigorij Nojchovič.
Мильштейн, Григорий Нойхович 1937-
Milstein, Grigori N
Milʹštejn, G.N. (Grigorij Nojchovič)
VIAF ID: 52545903 ( Personal )
Permalink: http://viaf.org/viaf/52545903
Preferred Forms
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- 100 1 _ ‡a Milstein, Grigori Noikhovich
- 100 1 _ ‡a Milʹshteĭn, G. N. ‡q (Grigoriĭ Noĭkhovich)
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- 100 1 _ ‡a Milʹshteĭn, G. N. ‡q (Grigoriĭ Noĭkhovich)
- 100 1 _ ‡a Milʹshteĭn, Grigoriĭ Noĭkhovich
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- 100 1 _ ‡a Milʹstejn, Grigorij N. ‡d 1937-
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4xx's: Alternate Name Forms (25)
Works
Title | Sources |
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Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of the financial market | |
approximation method for Navier-Stokes equations based on probabilistic approach | |
Approximation of Wiener integrals with respect to the Brownian bridge by simulation of SDEs | |
asymptotic behavior of semi-invariants for linear stochastic systems | |
Autoregression approximation of a nonparametric diffusion model | |
Balanced implicit methods for stiff stochastic systems an introduction and numerical experiments | |
Chislennoe integrirovanie stokhasticheskikh different︠s︡ialʹnykh uravneniĭ. | |
Evaluation of moment Lyapunov exponents for second order autonomous SDE | |
Forward and reverse representations for Markov chains | |
Martingale approach in pricing European options under regime-switching | |
Maximum likelihood estimate for nonparametric signal in white noise by optimal control | |
moment Lyapunov exponent for conservative systems with small periodic and random perturbations | |
Numerical analysis of Monte Carlo finite difference evaluation of Greeks | |
Numerical construction of a hedging strategy against the multi-asset European claim | |
Numerical integration of stochastic differential equations | |
Numerical methods for Langevin type equations based on symplectic integrators | |
On deterministic and stochastic sliding modes via small diffusion approximation | |
On the mean square approximation of a diffusion process in a bounded domain | |
Path-wise approximation of the Cox-Ingersoll-Ross process | |
probability approach to numerical solution of nonlinear parabolic equations | |
Random walk for elliptic equations and boundary layer | |
Regression methods in pricing American and Bermudan options using consumption processes | |
Regular oscillations in systems with stochastic resonance | |
Stability index for orbits with nonvanishing diffusion | |
Stability of gyroscopic systems under small random excitations | |
Stochastic numerics for mathematical physics | |
Symplectic methods for Hamiltonian systems with additive noise | |
Transport equations with singularity | |
Unidirectional transport in stochastic ratchets | |
Ustoĭchivostʹ sistem different︠s︡ialʹnykh uravneniĭ pri sluchaĭnykh vozmushchenii︠a︡kh ikh parametrov. |