Books By Grigori N. Milstein, Michael V. Tretyakov - Author

Professor G.N. Milstein received his undergraduate degree in mathematics from the Ural State University (UrGU; Sverdlovsk, USSR), which is now Ural Federal University (Ekaterinburg, Russia).  He completed his PhD studies at the same University. Professor Milstein has been an assistant professor, associate professor and, after defending his DSc thesis, professor at the Faculty of Mathematics and Mechanics of UrGU (then URFU). For a number of years, he worked as a senior researcher at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS; Berlin, Germany). He was also a Visiting Professor at the University of Leicester (UK) and the University of Manchester (UK).  Professor Milstein has a world-leading expertise in stochastic numerics, estimation, control, stability, financial mathematics. Milstein's early pioneering papers on numerical methods for stochastic differential equations are the cornerstones of the modern stochastic numerics.Professor M.V. Tretyakov received his undergraduate degree in