Citation Impact
Citing Papers
Nonlinearity and temporal dependence
2009 StandoutNobel
PDF Model Calculations of Compressible Turbulent Flows Using Smoothed Particle Hydrodynamics
1997
Data assimilation into nonlinear stochastic models
1999
The Ensemble Kalman Filter: theoretical formulation and practical implementation
2003 Standout
Multilevel Monte Carlo Path Simulation
2008 Standout
Two-Dimensional PDF/SPH Simulations of Compressible Turbulent Flows
1998
The Kuramoto model: A simple paradigm for synchronization phenomena
2005 Standout
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
2001 Standout
A generalized approach to parameterizing convection combining ensemble and data assimilation techniques
2002 Standout
Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
2004
Reaction-rate theory: fifty years after Kramers
1990 Standout
Impacts of priors on convergence and escapes from Nash inflation
2005 StandoutNobel
Smoothed particle hydrodynamics
2005 Standout
The law of the Euler scheme for stochastic differential equations
1996
The law of the Euler scheme for stochastic differential equations
1996
Expansion of the global error for numerical schemes solving stochastic differential equations
1990
An introduction to numerical methods for stochastic differential equations
1999
Spectral methods for identifying scalar diffusions
1998 StandoutNobel
Numerical integration of stochastic differential equations
1988
Shocks and Government Beliefs: The Rise and Fall of American Inflation
2006 StandoutNobel
Evolution and Intelligent Design
2008 StandoutNobel
Shocks and Government Beliefs: The Rise and Fall of American Inflation
2004 StandoutNobel
Works of G.N. Mil'shtein being referenced
Weak Approximation of Solutions of Systems of Stochastic Differential Equations
1986
A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
1979
Numerical solution of differential equations with colored noise
1994
A first approximation of the quasipotential in problems of the stability of systems with random non-degenerate perturbations
1995
A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations
1988