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Mil’shtejn, G. N.

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Author ID: milshtejn.g-n Recent zbMATH articles by "Mil'shtejn, G. N."
Published as: Mil’shtejn, G. N.
Documents Indexed: 59 Publications since 1961, including 1 Book

Publications by Year

Citations contained in zbMATH

21 Publications have been cited 183 times in 150 Documents Cited by Year
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
52
1974
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
42
1986
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
32
1979
A first approximation of the quasipotential in problems of the stability of systems with random nondegenerate perturbations. Zbl 0880.34059
Mil’shtejn, G. N.; Ryashko, L. B.
18
1995
An optimal estimate of the interval on which a multipoint boundary-value problem possesses a solution. Zbl 0323.34014
Melentsova, Yu. A.; Mil’shtejn, G. N.
7
1976
Optimal estimation of the nonoscillation interval for linear differential equations with bounded coefficients. Zbl 0527.34030
Melentsova, Yu. A.; Mil’shtejn, G. N.
6
1982
Application of the numerical integration of stochastic equations to solving boundary-value problems with Neumann’s boundary conditions. Zbl 0888.60050
Mil’shtejn, G. N.
3
1996
On optimal estimation of the interval of non-oscillation for linear differential equations with bounded coefficients. Zbl 0484.34021
Melentsova, Yu. A.; Mil’shtejn, G. N.
3
1981
The simplest random walks for the Dirichlet problem. Zbl 1038.60066
Mil’shtejn, G. N.; Tretyakov, M. V.
2
2002
An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem. Zbl 0795.60073
Mil’shtejn, G. N.; Rybkina, N. F.
2
1993
Numerical integration of stochastic differential equations. Zbl 0682.60045
Mil’shtejn, G. N.
2
1988
Piecewise constant approximation for the Monte Carlo calculation of Wiener integrals. Zbl 0595.65024
Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N.
2
1985
Runge-Kutta method for computing Wiener integrals of functionals of exponential type. Zbl 0552.65017
Gladyshev, S. A.; Mil’shtejn, G. N.
2
1984
Design of a stabilizing controller with incomplete state data for linear stochastic systems with multiplicative noise. Zbl 0517.93060
Mil’shtejn, G. N.
2
1982
On an probabilistic solution of linear systems of elliptic and parabolic equations. Zbl 0406.60053
Mil’shtejn, G. N.
2
1978
Theorem on the order of convergence for mean-square approximations of solutions of stochastic differential equations. Zbl 0633.60081
Mil’shtejn, G. N.
1
1987
Piecewise constant approximation for the Monte Carlo computation of Wiener integrals. Zbl 0582.65016
Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N.
1
1984
Estimation in controlled stochastic systems with multiplicative noise. Zbl 0549.93055
Mil’shtejn, G. N.; Ryashko, L. B.
1
1984
Optimal stabilization of linear stochastic systems. Zbl 0359.93040
Mil’shtejn, G. N.; Ryashko, L. B.
1
1976
Action of a Markov process on a system of differential equations. Zbl 0256.60036
Mil’shtejn, G. N.; Repin, Yu. M.
1
1972
Über die Einwirkung eines Markovschen Prozesses auf ein System von Differentialgleichungen. Zbl 0175.16704
Mil’shtejn, G. N.; Repin, Yu. M.
1
1969
The simplest random walks for the Dirichlet problem. Zbl 1038.60066
Mil’shtejn, G. N.; Tretyakov, M. V.
2
2002
Application of the numerical integration of stochastic equations to solving boundary-value problems with Neumann’s boundary conditions. Zbl 0888.60050
Mil’shtejn, G. N.
3
1996
A first approximation of the quasipotential in problems of the stability of systems with random nondegenerate perturbations. Zbl 0880.34059
Mil’shtejn, G. N.; Ryashko, L. B.
18
1995
An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem. Zbl 0795.60073
Mil’shtejn, G. N.; Rybkina, N. F.
2
1993
Numerical integration of stochastic differential equations. Zbl 0682.60045
Mil’shtejn, G. N.
2
1988
Theorem on the order of convergence for mean-square approximations of solutions of stochastic differential equations. Zbl 0633.60081
Mil’shtejn, G. N.
1
1987
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
42
1986
Piecewise constant approximation for the Monte Carlo calculation of Wiener integrals. Zbl 0595.65024
Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N.
2
1985
Runge-Kutta method for computing Wiener integrals of functionals of exponential type. Zbl 0552.65017
Gladyshev, S. A.; Mil’shtejn, G. N.
2
1984
Piecewise constant approximation for the Monte Carlo computation of Wiener integrals. Zbl 0582.65016
Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N.
1
1984
Estimation in controlled stochastic systems with multiplicative noise. Zbl 0549.93055
Mil’shtejn, G. N.; Ryashko, L. B.
1
1984
Optimal estimation of the nonoscillation interval for linear differential equations with bounded coefficients. Zbl 0527.34030
Melentsova, Yu. A.; Mil’shtejn, G. N.
6
1982
Design of a stabilizing controller with incomplete state data for linear stochastic systems with multiplicative noise. Zbl 0517.93060
Mil’shtejn, G. N.
2
1982
On optimal estimation of the interval of non-oscillation for linear differential equations with bounded coefficients. Zbl 0484.34021
Melentsova, Yu. A.; Mil’shtejn, G. N.
3
1981
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
32
1979
On an probabilistic solution of linear systems of elliptic and parabolic equations. Zbl 0406.60053
Mil’shtejn, G. N.
2
1978
An optimal estimate of the interval on which a multipoint boundary-value problem possesses a solution. Zbl 0323.34014
Melentsova, Yu. A.; Mil’shtejn, G. N.
7
1976
Optimal stabilization of linear stochastic systems. Zbl 0359.93040
Mil’shtejn, G. N.; Ryashko, L. B.
1
1976
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
52
1974
Action of a Markov process on a system of differential equations. Zbl 0256.60036
Mil’shtejn, G. N.; Repin, Yu. M.
1
1972
Über die Einwirkung eines Markovschen Prozesses auf ein System von Differentialgleichungen. Zbl 0175.16704
Mil’shtejn, G. N.; Repin, Yu. M.
1
1969
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Cited by 218 Authors

12 Bashkirtseva, Irina Adol’fovna
12 Ryashko, Lev Borisovich
6 Talay, Denis
5 Platen, Eckhard
5 Tocino, Alicia
4 Chen, Guanrong
4 Henderson, Johnny
4 Komori, Yoshio
4 Milstein, Grigori N.
4 Tretyakov, Michael V.
3 Abdulle, Assyr
3 Gan, Siqing
3 Li, Yong
3 Mikulevicius, Remigijus
3 Ryazanova, Tat’yana Vladimirovna
3 Vilmart, Gilles
2 Abramova, Ekaterina Pavlovna
2 Allen, Edward James
2 Burrage, Kevin
2 Dash, M. K.
2 Deaconu, Madalina
2 Duran, Ahmet
2 Gobet, Emmanuel
2 Hofmann, Norbert
2 İzgi, Burhaneddin
2 Jimenez, Juan Carlos
2 Kloeden, Peter Eris
2 Lejay, Antoine
2 Mackevičius, Vigirdas
2 Mil’shtein, G. N.
2 Mora, Carlos M.
2 Novikov, Sergey I.
2 Pope, Stephen B.
2 Printems, Jacques
2 Rößler, Andreas
2 Roy, Dominique
2 Serrano, Sergio E.
2 Unny, T. E.
2 Wiktorsson, Magnus
2 Yamada, Toshihiro
2 Yin, Zhengwei
2 Zhang, Changyong
2 Zhang, Tonghua
1 Abbaoui, Lyazid
1 Abukhaled, Marwan I.
1 Almuslimani, Ibrahim
1 Ardanuy, Ramón
1 Atkins, Ethan
1 Averina, Tatiana A.
1 Baccouch, Mahboub
1 Bally, Vlad
1 Barry, Marian R.
1 Bayram, Mustafa
1 Belomestny, Denis
1 Bernstein, Dennis S.
1 Beyn, Wolf-Jürgen
1 Bogomolova, Anna
1 Bokanowski, Olivier
1 Bossy, Mireille
1 Boyce, William Edward
1 Boychuk, M. V.
1 Bréhier, Charles-Edouard
1 Buckingham-Jeffery, Elizabeth
1 Cao, Yu
1 Carbonell, Felix
1 Chang, Xianjie
1 Chen, Bin
1 Chen, Nan
1 Chorin, Alexandre Joel
1 Clark, Stephen R.
1 Cohen, David Mordecai
1 Constantinou, Nick
1 Costabile, Francesco Aldo
1 Crisan, Dan O.
1 De Gregorio, Alessandro
1 de Malherbe, Etienne
1 Debussche, Arnaud
1 Déjardin, Pierre-Michel
1 Denk, Georg
1 Dokuchaev, L. V.
1 Doumbia, Mahamadou
1 Duan, Yongrui
1 Esteban-Bravo, Mercedes
1 Ewald, Brian D.
1 Fatemion Aghda, A. S.
1 Gilsing, Hagen
1 Giordano, Stefano
1 Goldberg, Maxim J.
1 Goodlett, S. T.
1 Greiner, Alfred
1 Häfner, Stefan
1 Hankerson, Darrel R.
1 Hawkins, Doyle L.
1 Haworth, Daniel C.
1 Honerkamp, Josef
1 Hosseini, Seyed Mohammad
1 House, Thomas
1 Huang, Chengming
1 Huang, Qingdao
1 Huo, Jiazhen
...and 118 more Authors
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Cited in 73 Serials

15 Journal of Computational and Applied Mathematics
6 Journal of Mathematical Analysis and Applications
6 Stochastic Analysis and Applications
6 Stochastic Processes and their Applications
5 Mathematics and Computers in Simulation
5 Applied Numerical Mathematics
5 The Annals of Applied Probability
4 Journal of Computational Physics
4 Applied Mathematics and Computation
4 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Journal of the Franklin Institute
3 Journal of Statistical Physics
3 BIT
3 Applied Mathematical Modelling
3 Advances in Difference Equations
2 Journal of Applied Mathematics and Mechanics
2 Lithuanian Mathematical Journal
2 Journal of Differential Equations
2 Journal of Econometrics
2 Journal of Optimization Theory and Applications
2 Journal of Complexity
2 Journal of Economic Dynamics & Control
2 SIAM Journal on Scientific Computing
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 International Journal of Theoretical and Applied Finance
2 Probability in the Engineering and Informational Sciences
2 Methodology and Computing in Applied Probability
2 Journal of Theoretical Biology
2 Izvestiya Instituta Matematiki i Informatiki. Udmurtskiĭ Gosudarstvennyĭ Universitet
2 Nonlinear Analysis. Theory, Methods & Applications
1 Biological Cybernetics
1 Computers & Mathematics with Applications
1 Journal of Fluid Mechanics
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Mathematical Notes
1 Ukrainian Mathematical Journal
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Computing
1 Journal of Applied Probability
1 Journal of Soviet Mathematics
1 Systems & Control Letters
1 Acta Applicandae Mathematicae
1 Physica D
1 RAIRO. Modélisation Mathématique et Analyse Numérique
1 Probability Theory and Related Fields
1 Applied Mathematics Letters
1 Journal of Scientific Computing
1 Stochastic Hydrology and Hydraulics
1 International Journal of Computer Mathematics
1 Stochastics and Stochastics Reports
1 Cybernetics and Systems Analysis
1 Applied Mathematics. Series B (English Edition)
1 Applied and Computational Harmonic Analysis
1 Russian Journal of Numerical Analysis and Mathematical Modelling
1 Monte Carlo Methods and Applications
1 Applied Mathematical Finance
1 Bernoulli
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 Nonlinear Dynamics
1 Chaos
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Econometric Theory
1 Nonlinear Analysis. Real World Applications
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Mathematical Modelling of Natural Phenomena
1 Annalen der Physik
1 SIAM/ASA Journal on Uncertainty Quantification
1 Modern Stochastics. Theory and Applications

Citations by Year