Boris Rozovskii

According to our database, Boris Rozovskii authored at least 16 papers between 1998 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2016

Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise.

Zhongqiang Zhang, Boris Rozovskii, George E. Karniadakis

Numerische Mathematik, 2016

2015

Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise.

Zhongqiang Zhang, Michael V. Tretyakov, Boris Rozovskii, George E. Karniadakis

SIAM J. Numer. Anal., 2015

2014

A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise.

Zhongqiang Zhang, Michael V. Tretyakov, Boris Rozovskii, George E. Karniadakis

SIAM J. Sci. Comput., 2014

2013

The Wick-Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients.

Xiaoliang Wan, Boris L. Rozovskii

SIAM J. Sci. Comput., 2013

2012

A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations.

Zhongqiang Zhang, Boris Rozovskii, Michael V. Tretyakov, George E. Karniadakis

SIAM J. Sci. Comput., 2012

2011

Itô Integral.

Boris L. Rozovskii

Proceedings of the International Encyclopedia of Statistical Science, 2011

Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system.

Jun H. Park, Boris Rozovskii, Richard B. Sowers

LMS J. Comput. Math., 2011

2010

Randomization of Forcing in Large Systems of PDEs for Improvement of Energy Estimates.

Chia Ying Lee, Boris L. Rozovskii, Haomin Zhou

Multiscale Model. Simul., 2010

2009

Stochastic Partial Differential Equations Driven by Purely Spatial Noise.

Sergey V. Lototsky, Boris L. Rozovskii

SIAM J. Math. Anal., 2009

2006

A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods.

Alexander G. Tartakovsky, Boris Rozovskii, Rudolf B. Blazek, Hongjoong Kim

IEEE Trans. Signal Process., 2006

Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics.

Thomas Y. Hou, Wuan Luo, Boris Rozovskii, Haomin Zhou

J. Comput. Phys., 2006

2004

Stochastic Navier-Stokes Equations for Turbulent Flows.

R. Mikulevicius, Boris L. Rozovskii

SIAM J. Math. Anal., 2004

A diffusion model of roundtrip time.

Stephan Bohacek, Boris Rozovskii

Comput. Stat. Data Anal., 2004

2000

Approximation of the Kushner Equation for Nonlinear Filtering.

Kazufumi Ito, Boris Rozovskii

SIAM J. Control. Optim., 2000

Tracking volatility (stock markets).

Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii

Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1998

Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations.

Sergey V. Lototsky, Boris L. Rozovskii

IEEE Trans. Autom. Control., 1998