G. Mil’shtein

发表

A Method of Second-Order Accuracy Integration of Stochastic Differential Equations

G. Mil’shtein, 1979 .

Weak Approximation of Solutions of Systems of Stochastic Differential Equations

G. Mil’shtein, 1986 .

A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations

G. Mil’shtein, 1988 .

Interaction of Markov Processes

G. Mil’shtein, G. Mil'Shtein, 1972 .

Solution of the First Boundary Value Problem for Parabolic Equations by Integration of Stochastic Differential Equations

G. Mil’shtein, 1995 .

Optimal stabilization of linear stochastic systems: PMM vol.40, n≗6, 1976, pp. 1034–1039

G. Mil’shtein, L. B. Riashko, 1976 .

Mean square stability of linear systems under the action of a markov chain: PMM vol. 36, n≗3, 1972, pp. 537–545

G. Mil’shtein, 1972 .

A first approximation of the quasipotential in problems of the stability of systems with random non-degenerate perturbations

G. Mil’shtein, L. Ryashko, 1995 .

Stability and stabilization of autonomous system orbits under stochastic perturbations

G. Mil’shtein, L. Ryashko, 1992 .

Stability in the mean square of a system of stochastic differential equations

G. Mil’shtein, Iu M Repin, 1967 .

Reduction of a class of optimum control problems to the simplest variational problem

G. Mil’shtein, 1964 .

Asymptotic expansions of the Liapunov index for linear stochastic systems with small noise

G. Mil’shtein, E. I. Auslender, G. N. Mil'shtein, 1982 .

An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem

G. Mil’shtein, N. F. Rybkina, 1993 .