Stochastic Numerics for Mathematical Physics von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

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Symplectic methods for Hamiltonian systems with additive noise von Milʹstejn, Grigorij N. 1937-, Repin, Jurij M., Tretʹjakov, Michail V.

Numerical solution of the Neumann problem for nonlinear parabolic equations by probability approach von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Regular oscillations in systems with stochastic resonance von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Mean-square approximation for stochastic differential equations with small noises von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

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Introductory course on financial mathematics von Tretʹjakov, Michail V.

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Numerical analysis of Monte Carlo finite difference evaluation of Greeks von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Numerical methods for Langevin type equations based on symplectic integrators von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Mean-square symplectic methods for Hamiltonian systems with multiplicative noise von Milʹstejn, Grigorij N. 1937-, Repin, Jurij M., Tretʹjakov, Michail V.

Numerical solution of Dirichlet problems for nonlinear parabolic equations by probability approach von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Numerical methods for nonlinear parabolic equations with small parameter based on probability approach von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Numerical studies of stochastic resonance von Tretʹjakov, Michail V.

Space time random walk for stochastic differential equations in a bounded domain von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

High accuracy resonator spectroscopy of atmospheric gases at millimetre and submillimetre waves von Tretʹjakov, Michail V.

Stochastic numerics for mathematical physics von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Introductory course on financial mathematics von Tretʹjakov, Michail V.

Stochastic numerics for mathematical physics von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Inhaltsverzeichnis

Approximation of Wiener integrals with respect to the Brownian bridge by simulation of SDEs von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Unidirectional transport in stochastic ratchets von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

Weak approximation for stochastic differential equations with small noises von Milʹstejn, Grigorij N. 1937-, Tretʹjakov, Michail V.

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