NOISE-INDUCED UNIDIRECTIONAL TRANSPORTMILSTEIN, G. N.; TRETYAKOV, M. V. · Stochastics and Dynamics · 2001

Practical Variance Reduction via Regression for Simulating DiffusionsMilstein, G. N.; Tretyakov, M. V. · SIAM Journal on Numerical Analysis · 2009

Simulation of a space-time bounded diffusionMilstein, G. N.; Tretyakov, M. V. · The Annals of Applied Probability · 1999

The Simplest Random Walks for the Dirichlet ProblemMilstein, G. N.; Tretyakov, m. V. · Theory of Probability & Its Applications · 2003

Numerical Methods for Stochastic Systems Preserving Symplectic StructureMilstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. · SIAM Journal on Numerical Analysis · 2002

Symplectic Integration of Hamiltonian Systems with Additive NoiseMilstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. · SIAM Journal on Numerical Analysis · 2002

Numerical Algorithms for Forward-Backward Stochastic Differential EquationsMilstein, G. N.; Tretyakov, M. V. · SIAM Journal on Scientific Computing · 2006

Monte Carlo methods for backward equations in nonlinear filteringMilstein, G. N.; Tretyakov, M. V. · Advances in Applied Probability · 2009

The Tau MethodEduardo L. Ortiz · SIAM Journal on Numerical Analysis · 1969

Optimal Parameters for Multidimensional IntegrationP. Keast · SIAM Journal on Numerical Analysis · 1973

Numerical Methods for Semilinear Parabolic EquationsC. V. Pao · SIAM Journal on Numerical Analysis · 1987

Symmetric Coupling for Eddy Current ProblemsR. Hiptmair · SIAM Journal on Numerical Analysis · 2003

Multiplier Methods for Nonlinear Optimal ControlHager, William W. · SIAM Journal on Numerical Analysis · 1990

O.K. Floquet MultipliersThomas F. Fairgrieve and Allan D. Jepson · SIAM Journal on Numerical Analysis · 1991

Multigrid Algorithms for Variational InequalitiesHoppe, Ronald H. W. · SIAM Journal on Numerical Analysis · 1987

A Theory of ConditionRice, John R. · SIAM Journal on Numerical Analysis · 1966