Edit Profile Mil’shtejn, G. N. Compute Distance To: Compute Author ID: milshtejn.g-n Published as: Mil’shtejn, G. N. Documents Indexed: 59 Publications since 1961, including 1 Book all top 5 Co-Authors 33 single-authored 4 Gladyshev, S. A. 4 Melentsova, Yu. A. 4 Repin, Yu. M. 4 Ryashko, Lev Borisovich 3 P’yanzin, S. A. 2 Solov’eva, O. Eh. 2 Wentzell, Alexander Dmitrievich 2 Zhiteneva, Yu. A. 1 Makarova, L. A. 1 Rybkina, N. F. 1 Sholokhovich, F. A. 1 Tretyakov, Michael V. all top 5 Serials 11 Automation and Remote Control 9 Differential Equations 8 Theory of Probability and its Applications 6 Journal of Applied Mathematics and Mechanics 6 Differentsial’nye Uravneniya 5 Teoriya Veroyatnosteĭ i eë Primeneniya 3 Izvestiya Vysshikh Uchebnykh Zavedeniĭ, Matematika 2 PMM, Journal of Applied Mathematics and Mechanics 2 Matematicheskie Zapiski, Sverdlovsk 1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 1 Sibirskiĭ Matematicheskiĭ Zhurnal 1 Soviet Mathematics. Doklady 1 Computational Mathematics and Mathematical Physics 1 Problems of Control and Information Theory 1 U.S.S.R. Computational Mathematics and Mathematical Physics all top 5 Fields 21 Probability theory and stochastic processes (60-XX) 16 Systems theory; control (93-XX) 14 Ordinary differential equations (34-XX) 14 Numerical analysis (65-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 5 Statistics (62-XX) 4 Measure and integration (28-XX) 4 Operator theory (47-XX) 2 Partial differential equations (35-XX) 2 Approximations and expansions (41-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 21 Publications have been cited 183 times in 150 Documents Cited by ▼ Year ▼ Approximate integration of stochastic differential equations. Zbl 0314.60039Mil’shtejn, G. N. 52 1974 Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060Mil’shtejn, G. N. 42 1986 A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048Mil’shtejn, G. N. 32 1979 A first approximation of the quasipotential in problems of the stability of systems with random nondegenerate perturbations. Zbl 0880.34059Mil’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 0323.34014Melentsova, Yu. A.; Mil’shtejn, G. N. 7 1976 Optimal estimation of the nonoscillation interval for linear differential equations with bounded coefficients. Zbl 0527.34030Melentsova, 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 0888.60050Mil’shtejn, G. N. 3 1996 On optimal estimation of the interval of non-oscillation for linear differential equations with bounded coefficients. Zbl 0484.34021Melentsova, Yu. A.; Mil’shtejn, G. N. 3 1981 The simplest random walks for the Dirichlet problem. Zbl 1038.60066Mil’shtejn, G. N.; Tretyakov, M. V. 2 2002 An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem. Zbl 0795.60073Mil’shtejn, G. N.; Rybkina, N. F. 2 1993 Numerical integration of stochastic differential equations. Zbl 0682.60045Mil’shtejn, G. N. 2 1988 Piecewise constant approximation for the Monte Carlo calculation of Wiener integrals. Zbl 0595.65024Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N. 2 1985 Runge-Kutta method for computing Wiener integrals of functionals of exponential type. Zbl 0552.65017Gladyshev, 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 0517.93060Mil’shtejn, G. N. 2 1982 On an probabilistic solution of linear systems of elliptic and parabolic equations. Zbl 0406.60053Mil’shtejn, G. N. 2 1978 Theorem on the order of convergence for mean-square approximations of solutions of stochastic differential equations. Zbl 0633.60081Mil’shtejn, G. N. 1 1987 Piecewise constant approximation for the Monte Carlo computation of Wiener integrals. Zbl 0582.65016Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N. 1 1984 Estimation in controlled stochastic systems with multiplicative noise. Zbl 0549.93055Mil’shtejn, G. N.; Ryashko, L. B. 1 1984 Optimal stabilization of linear stochastic systems. Zbl 0359.93040Mil’shtejn, G. N.; Ryashko, L. B. 1 1976 Action of a Markov process on a system of differential equations. Zbl 0256.60036Mil’shtejn, G. N.; Repin, Yu. M. 1 1972 Über die Einwirkung eines Markovschen Prozesses auf ein System von Differentialgleichungen. Zbl 0175.16704Mil’shtejn, G. N.; Repin, Yu. M. 1 1969 The simplest random walks for the Dirichlet problem. Zbl 1038.60066Mil’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 0888.60050Mil’shtejn, G. N. 3 1996 A first approximation of the quasipotential in problems of the stability of systems with random nondegenerate perturbations. Zbl 0880.34059Mil’shtejn, G. N.; Ryashko, L. B. 18 1995 An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem. Zbl 0795.60073Mil’shtejn, G. N.; Rybkina, N. F. 2 1993 Numerical integration of stochastic differential equations. Zbl 0682.60045Mil’shtejn, G. N. 2 1988 Theorem on the order of convergence for mean-square approximations of solutions of stochastic differential equations. Zbl 0633.60081Mil’shtejn, G. N. 1 1987 Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060Mil’shtejn, G. N. 42 1986 Piecewise constant approximation for the Monte Carlo calculation of Wiener integrals. Zbl 0595.65024Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N. 2 1985 Runge-Kutta method for computing Wiener integrals of functionals of exponential type. Zbl 0552.65017Gladyshev, S. A.; Mil’shtejn, G. N. 2 1984 Piecewise constant approximation for the Monte Carlo computation of Wiener integrals. Zbl 0582.65016Venttsel’, A. D.; Gladyshev, S. A.; Mil’shtejn, G. N. 1 1984 Estimation in controlled stochastic systems with multiplicative noise. Zbl 0549.93055Mil’shtejn, G. N.; Ryashko, L. B. 1 1984 Optimal estimation of the nonoscillation interval for linear differential equations with bounded coefficients. Zbl 0527.34030Melentsova, 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 0517.93060Mil’shtejn, G. N. 2 1982 On optimal estimation of the interval of non-oscillation for linear differential equations with bounded coefficients. Zbl 0484.34021Melentsova, Yu. A.; Mil’shtejn, G. N. 3 1981 A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048Mil’shtejn, G. N. 32 1979 On an probabilistic solution of linear systems of elliptic and parabolic equations. Zbl 0406.60053Mil’shtejn, G. N. 2 1978 An optimal estimate of the interval on which a multipoint boundary-value problem possesses a solution. Zbl 0323.34014Melentsova, Yu. A.; Mil’shtejn, G. N. 7 1976 Optimal stabilization of linear stochastic systems. Zbl 0359.93040Mil’shtejn, G. N.; Ryashko, L. B. 1 1976 Approximate integration of stochastic differential equations. Zbl 0314.60039Mil’shtejn, G. N. 52 1974 Action of a Markov process on a system of differential equations. Zbl 0256.60036Mil’shtejn, G. N.; Repin, Yu. M. 1 1972 Über die Einwirkung eines Markovschen Prozesses auf ein System von Differentialgleichungen. Zbl 0175.16704Mil’shtejn, G. N.; Repin, Yu. M. 1 1969 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 Cited in 25 Fields 106 Probability theory and stochastic processes (60-XX) 85 Numerical analysis (65-XX) 42 Ordinary differential equations (34-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Partial differential equations (35-XX) 15 Systems theory; control (93-XX) 14 Biology and other natural sciences (92-XX) 7 Fluid mechanics (76-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Statistics (62-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Mechanics of particles and systems (70-XX) 3 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year