G. N. Milstein

List of publications from the DBLP Bibliography Server - FAQ

Coauthor Index - Ask others: ACM DL/Guide - CiteSeer - CSB - Google - MSN - Yahoo

2006

2 EE G. N. Milstein, M. V. Tretyakov: Numerical Algorithms for Forward-Backward Stochastic Differential Equations. SIAM J. Scientific Computing 28(2): 561-582 (2006)

2000

1 G. N. Milstein, M. V. Tretyakov: Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. Math. Comput. 69(229): 237-267 (2000)

2006
2	EE	G. N. Milstein, M. V. Tretyakov: Numerical Algorithms for Forward-Backward Stochastic Differential Equations. SIAM J. Scientific Computing 28(2): 561-582 (2006)
2000
1		G. N. Milstein, M. V. Tretyakov: Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. Math. Comput. 69(229): 237-267 (2000)

Coauthor Index

1 M. V. Tretyakov [1] [2]