Mil'shtein Grigori Noyhovich

Publications in Math-Net.Ru

1. The simplest random walks for the Dirichlet problem
   
   Teor. Veroyatnost. i Primenen., 47:1 (2002),  39–58
2. 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
3. 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
4. An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem
   
   Zh. Vychisl. Mat. Mat. Fiz., 33:5 (1993),  704–725
5. Discretization method in optimal filtering for delay systems
   
   Avtomat. i Telemekh., 1990, no. 12,  84–93
6. 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
7. Strictly positive Lyapunov functionals for linear systems with aftereffect
   
   Differ. Uravn., 23:12 (1987),  2051–2060
8. 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
9. Digital simulation of Kalman–Bucy filter and an optimal filter with discrete input data
   
   Avtomat. i Telemekh., 1985, no. 1,  59–68
10. Weak approximation of the solutions of systems of stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 30:4 (1985),  706–721
11. Evaluation in controlled stochastic systems subjected to multiplicative noise
    
    Avtomat. i Telemekh., 1984, no. 6,  88–94
12. Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
    
    Teor. Veroyatnost. i Primenen., 29:4 (1984),  715–722
13. The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type
    
    Zh. Vychisl. Mat. Mat. Fiz., 24:8 (1984),  1136–1149
14. The Krylov and Fadeev methods in the spectrum control problem
    
    Avtomat. i Telemekh., 1982, no. 8,  33–41
15. 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
16. On the optimal estimate of the interval of nonoscillation for linear differential equations with bounded coefficients
    
    Differ. Uravn., 17:12 (1981),  2160–2175
17. Quadratic Ljapunov functionals for systems with aftereffect
    
    Differ. Uravn., 17:6 (1981),  984–993
18. Quadratic Lyapunov's functionals and the second moments for stochastic systems with an after-effect
    
    Teor. Veroyatnost. i Primenen., 26:4 (1981),  734–744
19. On a probabilistic solution of linear systems of elliptic and parabolic equations
    
    Teor. Veroyatnost. i Primenen., 23:4 (1978),  851–855
20. A method of second order accuracy integration of stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 23:2 (1978),  414–419
21. Extension of semigroups of operators to locally convex spaces
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1977, no. 2,  91–95
22. Linear optimal controllers of a specified structure in systems with incomplete data
    
    Avtomat. i Telemekh., 1976, no. 8,  48–53
23. Exponential stability of positive semigroups in a topological linear space. II
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1975, no. 10,  51–61
24. Exponential stability of positive semigroups in a linear topological space
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1975, no. 9,  35–42
25. On the equivalence principle for stochastic systems in r. m. s. minimization problems
    
    Avtomat. i Telemekh., 1974, no. 2,  25–30
26. Optimal estimation of the interval of solvability of a multipoint boundary value problem
    
    Differ. Uravn., 10:9 (1974),  1630–1641
27. Approximate integration of stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 19:3 (1974),  583–588
28. Linear Ljapunov functions for equations with positive solutions and the root-mean-square stability
    
    Dokl. Akad. Nauk SSSR, 204:3 (1972),  550–553
29. On the problem of analytic construction of regulators for equations of parabolic and hyperbolic type
    
    Differ. Uravn., 8:4 (1972),  678–695
30. Interaction of Markov Processes
    
    Teor. Veroyatnost. i Primenen., 17:1 (1972),  36–45
31. The stability of a linear system that is subject to the influence of a Markov chain
    
    Differ. Uravn., 6:11 (1970),  1982–1993
32. The action of a Markov process on a system of differential equations
    
    Differ. Uravn., 5:8 (1969),  1371–1384
33. The minimization of a convex functional by the free trajectories of a linear system
    
    Differ. Uravn., 3:12 (1967),  2081–2093
34. On a boundary value problem for a system of two differential equations
    
    Differ. Uravn., 1:12 (1965),  1628–1639
35. Почти рекуррентные и равномерно устойчивые по Пуассону движения в линейной динамической системе
    
    Sibirsk. Mat. Zh., 2:4 (1961),  567–573


36. 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