Professor Gregori Milstein (Ural State University)

MIMS Distinguished Visitor October 2006 - November 2006

Short CV

Professor Grigori Milstein is Senior Researcher in the Institute of Physics and Applied Mathematics, Ural State University, Ekaterinburg, Russia. He was educated at Ural State University, candidate of science in physics and mathematics (1965), doctor of science in physics and mathematics (1988). 1993-1998, 2000-2003 - Senior Researcher, Weierstrass Institute for Applied Analysis and Stochastics, Berlin.

Research interests

Stochastic Numerics for Mathematical Physics, Stocastic Dynamics, Numerics in Mathematical Finance.

Research while at MIMS

Monte Carlo methods for stochastic partial differential equations in nonlinear filtering

Contact details while at MIMS

Further information

• Professor Milstein's CV