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Publications by G. N. Milstein

Numerical Methods in the Weak Sense for Stochastic Differential Equations With Small Noise

SIAM Journal on Numerical Analysis
Computational MathematicsApplied MathematicsNumerical Analysis
1997English

A Probabilistic Approach to the Solution of the Neumann Problem for Nonlinear Parabolic Equations

IMA Journal of Numerical Analysis
Computational MathematicsApplied MathematicsMathematics
2002English

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