Gusev Sergey Anatolyevich

Publications in Math-Net.Ru

1. On the influence of random environmental factors on heat transfer processes in aircrafts
   
   Sib. Zh. Vychisl. Mat., 27:2 (2024),  165–172
2. On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting boundary
   
   Sib. Zh. Vychisl. Mat., 25:4 (2022),  359–369
3. Application of SDE's to estimating the solution of heat equations with discontinuous coefficients
   
   Sib. Zh. Vychisl. Mat., 18:2 (2015),  147–161
4. On differentiation of functionals containing the first exit of a diffusion process from a domain
   
   Teor. Veroyatnost. i Primenen., 59:1 (2014),  159–168
5. Minimizing the variance of estimate of mathematical expectation of a diffusion process functional by parametric transformation of the parabolic boundary value problem
   
   Sib. Zh. Vychisl. Mat., 14:2 (2011),  141–153
6. Estimation of derivatives with respect to parameters of a functional of a diffusion process moving in a domain with absorbing boundary
   
   Sib. Zh. Vychisl. Mat., 11:4 (2008),  385–404
7. Solving SDE's numerically to estimate parametric derivatives of the solution to a parabolic boundary value problem with a Neumann boundary condition
   
   Sib. Zh. Vychisl. Mat., 10:3 (2007),  237–246
8. Monte Carlo estimates of derivatives with respect to parameters of the solution of the parabolic equation based on numerical SDE solution
   
   Sib. Zh. Vychisl. Mat., 8:4 (2005),  297–306