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G. N. Milstein: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. G. N. Milstein, M. V. Tretyakov
    Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. [Citation Graph (0, 0)][DBLP]
    Math. Comput., 2000, v:69, n:229, pp:237-267 [Journal]
  2. G. N. Milstein, M. V. Tretyakov
    Numerical Algorithms for Forward-Backward Stochastic Differential Equations. [Citation Graph (0, 0)][DBLP]
    SIAM J. Scientific Computing, 2006, v:28, n:2, pp:561-582 [Journal]

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