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Journal Articles
- 2016
[j14]Zhongqiang Zhang
, Boris Rozovskii, George E. Karniadakis:
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise. Numerische Mathematik 134(1): 61-89 (2016)- 2015
- [j13]Zhongqiang Zhang, Michael V. Tretyakov, Boris Rozovskii, George E. Karniadakis:
Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise. SIAM J. Numer. Anal. 53(1): 153-183 (2015) - 2014
- [j12]Zhongqiang Zhang, Michael V. Tretyakov, Boris Rozovskii, George E. Karniadakis:
A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise. SIAM J. Sci. Comput. 36(4) (2014) - 2013
- [j11]Xiaoliang Wan, Boris L. Rozovskii:
The Wick-Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients. SIAM J. Sci. Comput. 35(5) (2013) - 2012
- [j10]Zhongqiang Zhang, Boris Rozovskii, Michael V. Tretyakov, George E. Karniadakis:
A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations. SIAM J. Sci. Comput. 34(2) (2012) - 2011
- [j9]Jun H. Park, Boris Rozovskii, Richard B. Sowers:
Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system. LMS J. Comput. Math. 14: 254-270 (2011) - 2010
- [j8]Chia Ying Lee, Boris L. Rozovskii, Haomin Zhou:
Randomization of Forcing in Large Systems of PDEs for Improvement of Energy Estimates. Multiscale Model. Simul. 8(4): 1419-1438 (2010) - 2009
- [j7]Sergey V. Lototsky, Boris L. Rozovskii:
Stochastic Partial Differential Equations Driven by Purely Spatial Noise. SIAM J. Math. Anal. 41(4): 1295-1322 (2009) - 2006
- [j6]Thomas Y. Hou, Wuan Luo, Boris Rozovskii, Haomin Zhou:
Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. J. Comput. Phys. 216(2): 687-706 (2006) - [j5]Alexander G. Tartakovsky, Boris Rozovskii, Rudolf B. Blazek, Hongjoong Kim:
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. IEEE Trans. Signal Process. 54(9): 3372-3382 (2006) - 2004
- [j4]Stephan Bohacek, Boris Rozovskii:
A diffusion model of roundtrip time. Comput. Stat. Data Anal. 45(1): 25-50 (2004) - [j3]R. Mikulevicius, Boris L. Rozovskii:
Stochastic Navier-Stokes Equations for Turbulent Flows. SIAM J. Math. Anal. 35(5): 1250-1310 (2004) - 2000
- [j2]Kazufumi Ito, Boris Rozovskii:
Approximation of the Kushner Equation for Nonlinear Filtering. SIAM J. Control. Optim. 38(3): 893-915 (2000) - 1998
- [j1]Sergey V. Lototsky, Boris L. Rozovskii:
Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations. IEEE Trans. Autom. Control. 43(8): 1154-1158 (1998)
Conference and Workshop Papers
- 2000
- [c1]Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii:
Tracking volatility (stock markets). CDC 2000: 1189-1193
Reference Works
- 2011
- [r1]Boris L. Rozovskii:
Itô Integral. International Encyclopedia of Statistical Science 2011: 695-696
Coauthor Index
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