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Mil'shtein, Grigori Noyhovich
Statistics Math-Net.Ru
Total publications: 36
Scientific articles: 35

Number of views:
This page:827
Abstract pages:11224
Full texts:5133
References:47
Professor
Doctor of physico-mathematical sciences

https://www.mathnet.ru/eng/person49897
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/212745

Publications in Math-Net.Ru Citations
2002
1. G. N. Mil'shtein, M. V. Tretyakov, “The simplest random walks for the Dirichlet problem”, Teor. Veroyatnost. i Primenen., 47:1 (2002),  39–58  mathnet  mathscinet  zmath; Theory Probab. Appl., 47:1 (2003), 53–68  isi 6
1996
2. G. N. Mil'shtein, “Application of the numerical integration of stochastic equations to solving boundary-value problems with Neumann's boundary conditions”, Teor. Veroyatnost. i Primenen., 41:1 (1996),  210–218  mathnet  mathscinet  zmath; Theory Probab. Appl., 41:1 (1997), 170–177  isi 16
1995
3. G. N. Mil'shtein, “Solution of the first boundary value problem for parabolic equations by integration of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 40:3 (1995),  657–665  mathnet  mathscinet  zmath; Theory Probab. Appl., 40:3 (1995), 556–563  isi 11
1993
4. G. N. Mil'shtein, N. F. Rybkina, “An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem”, Zh. Vychisl. Mat. Mat. Fiz., 33:5 (1993),  704–725  mathnet  mathscinet  zmath; Comput. Math. Math. Phys., 33:5 (1993), 631–647  isi
1990
5. G. N. Mil'shtein, S. A. P'yanzin, “Discretization method in optimal filtering for delay systems”, Avtomat. i Telemekh., 1990, no. 12,  84–93  mathnet  mathscinet  zmath; Autom. Remote Control, 51:12 (1990), 1674–1681
1987
6. G. N. Mil'shtein, S. A. P'yanzin, “Regularization and digital simulation of the Kalman–Bucy filter for systems where the observations are contaminated with singular noise”, Avtomat. i Telemekh., 1987, no. 11,  80–92  mathnet 1
7. G. N. Mil'shtein, “Strictly positive Lyapunov functionals for linear systems with aftereffect”, Differ. Uravn., 23:12 (1987),  2051–2060  mathnet  mathscinet  zmath 1
8. G. N. Mil'stein, “The Theorem on the Order of Convergence for Mean-Square Approximations of Solutions of Stochastic Differential Equations”, Teor. Veroyatnost. i Primenen., 32:4 (1987),  809–811  mathnet  mathscinet  zmath; Theory Probab. Appl., 32:4 (1987), 738–741  isi 32
1985
9. G. N. Mil'shtein, S. A. P'yanzin, “Digital simulation of Kalman–Bucy filter and an optimal filter with discrete input data”, Avtomat. i Telemekh., 1985, no. 1,  59–68  mathnet  zmath; Autom. Remote Control, 46 (1985), 50–58
10. G. N. Milštein, “Weak approximation of the solutions of systems of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 30:4 (1985),  706–721  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:4 (1986), 750–766  isi 85
1984
11. G. N. Mil'shtein, L. B. Ryashko, “Evaluation in controlled stochastic systems subjected to multiplicative noise”, Avtomat. i Telemekh., 1984, no. 6,  88–94  mathnet  mathscinet  zmath; Autom. Remote Control, 45:6 (1984), 759–765
12. A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein, “Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals”, Teor. Veroyatnost. i Primenen., 29:4 (1984),  715–722  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:4 (1985), 744–752  isi 2
13. S. A. Gladyshev, G. N. Mil'shtein, “The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type”, Zh. Vychisl. Mat. Mat. Fiz., 24:8 (1984),  1136–1149  mathnet  mathscinet  zmath; U.S.S.R. Comput. Math. Math. Phys., 24:4 (1984), 106–115 1
1982
14. L. A. Makarova, G. N. Mil'shtein, Yu. M. Repin, “The Krylov and Fadeev methods in the spectrum control problem”, Avtomat. i Telemekh., 1982, no. 8,  33–41  mathnet  mathscinet  zmath; Autom. Remote Control, 43:8 (1982), 1002–1009
15. G. N. Mil'shtein, “Design of a stabilizing controller with incomplete information on the state for linear stochastic systems subjected to multiplicative noises”, Avtomat. i Telemekh., 1982, no. 5,  98–106  mathnet  mathscinet  zmath; Autom. Remote Control, 43:5 (1982), 653–659
1981
16. Yu. A. Melentsova, G. N. Mil'shtein, “On the optimal estimate of the interval of nonoscillation for linear differential equations with bounded coefficients”, Differ. Uravn., 17:12 (1981),  2160–2175  mathnet  mathscinet  zmath 1
17. G. N. Mil'shtein, “Quadratic Ljapunov functionals for systems with aftereffect”, Differ. Uravn., 17:6 (1981),  984–993  mathnet  mathscinet 1
18. G. N. Mil'šteĭn, “Quadratic Lyapunov's functionals and the second moments for stochastic systems with an after-effect”, Teor. Veroyatnost. i Primenen., 26:4 (1981),  734–744  mathnet  mathscinet  zmath; Theory Probab. Appl., 26:4 (1982), 721–731  isi
1978
19. G. N. Mil'šteĭn, “On a probabilistic solution of linear systems of elliptic and parabolic equations”, Teor. Veroyatnost. i Primenen., 23:4 (1978),  851–855  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:4 (1979), 820–824  isi 2
20. G. N. Mil'šteĭn, “A method of second order accuracy integration of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 23:2 (1978),  414–419  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:2 (1979), 396–401 158
1977
21. G. N. Mil'shtein, “Extension of semigroups of operators to locally convex spaces”, Izv. Vyssh. Uchebn. Zaved. Mat., 1977, no. 2,  91–95  mathnet  mathscinet  zmath; Soviet Math. (Iz. VUZ), 21:2 (1977), 67–70
1976
22. G. N. Mil'shtein, “Linear optimal controllers of a specified structure in systems with incomplete data”, Avtomat. i Telemekh., 1976, no. 8,  48–53  mathnet  zmath; Autom. Remote Control, 37:8 (1976), 1179–1183
1975
23. G. N. Mil'shtein, “Exponential stability of positive semigroups in a topological linear space. II”, Izv. Vyssh. Uchebn. Zaved. Mat., 1975, no. 10,  51–61  mathnet  mathscinet  zmath 2
24. G. N. Mil'shtein, “Exponential stability of positive semigroups in a linear topological space”, Izv. Vyssh. Uchebn. Zaved. Mat., 1975, no. 9,  35–42  mathnet  mathscinet  zmath; Soviet Math. (Iz. VUZ), 19:9 (1975), 28–33
1974
25. G. N. Mil'shtein, “On the equivalence principle for stochastic systems in r. m. s. minimization problems”, Avtomat. i Telemekh., 1974, no. 2,  25–30  mathnet  mathscinet  zmath; Autom. Remote Control, 35:2 (1974), 193–197
26. Yu. A. Melentsova, G. N. Mil'shtein, “Optimal estimation of the interval of solvability of a multipoint boundary value problem”, Differ. Uravn., 10:9 (1974),  1630–1641  mathnet  mathscinet  zmath
27. G. N. Mil'shtein, “Approximate integration of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 19:3 (1974),  583–588  mathnet  mathscinet  zmath; Theory Probab. Appl., 19:3 (1975), 557–562 146
1972
28. G. N. Mil'shtein, “Linear Ljapunov functions for equations with positive solutions and the root-mean-square stability”, Dokl. Akad. Nauk SSSR, 204:3 (1972),  550–553  mathnet  mathscinet  zmath
29. G. N. Mil'shtein, “On the problem of analytic construction of regulators for equations of parabolic and hyperbolic type”, Differ. Uravn., 8:4 (1972),  678–695  mathnet  mathscinet  zmath
30. G. N. Mil'shtein, “Interaction of Markov Processes”, Teor. Veroyatnost. i Primenen., 17:1 (1972),  36–45  mathnet  mathscinet  zmath; Theory Probab. Appl., 17:1 (1972), 34–43 1
1970
31. G. N. Mil'shtein, “The stability of a linear system that is subject to the influence of a Markov chain”, Differ. Uravn., 6:11 (1970),  1982–1993  mathnet  mathscinet
1969
32. G. N. Mil'shtein, Yu. M. Repin, “The action of a Markov process on a system of differential equations”, Differ. Uravn., 5:8 (1969),  1371–1384  mathnet  mathscinet  zmath 1
1967
33. Yu. A. Zhiteneva, G. N. Mil'shtein, “The minimization of a convex functional by the free trajectories of a linear system”, Differ. Uravn., 3:12 (1967),  2081–2093  mathnet  mathscinet  zmath
1965
34. G. N. Mil'shtein, “On a boundary value problem for a system of two differential equations”, Differ. Uravn., 1:12 (1965),  1628–1639  mathnet  mathscinet 2
1961
35. G. N. Mil'shtein, F. A. Sholokhovich, “Почти рекуррентные и равномерно устойчивые по Пуассону движения в линейной динамической системе”, Sibirsk. Mat. Zh., 2:4 (1961),  567–573  mathnet  zmath
1973
36. G. N. Mil'shtein, “Поправки к статье “Линейные функции Ляпунова для уравнений с положительными решениями и среднеквадратичная устойчивость” (ДАН, т. 204, 1972 г.)”, Dokl. Akad. Nauk SSSR, 208:6 (1973),  760  mathnet

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