Sergey E. Mikhailov
Sergey E. Mikhailov
Professor of Applied Mathematics and Analysis, Brunel University London
Verified email at brunel.ac.uk - Homepage
Title
Cited by
Cited by
Year
Heston’s stochastic volatility model: Implementation, calibration and some extensions
S Mikhailov, U Nögel
The Best of Wilmott 1: Incorporating the Quantitative Finance Review, 2004
2802004
Localized boundary-domain integral formulations for problems with variable coefficients
SE Mikhailov
Engineering Analysis with Boundary Elements 26 (8), 681-690, 2002
1472002
Traces, extensions and co-normal derivatives for elliptic systems on Lipschitz domains
SE Mikhailov
Journal of mathematical analysis and applications 378 (1), 324-342, 2011
1072011
Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient, I: Equivalence and Invertibility
O Chkadua, SE Mikhailov, D Natroshvili
Journal of Integral Equations and Applications 21 (4), 499-543, 2009
1032009
Mesh-based numerical implementation of the localized boundary-domain integral-equation method to a variable-coefficient Neumann problem
SE Mikhailov, IS Nakhova
Journal of engineering mathematics 51 (3), 251-259, 2005
81*2005
A functional approach to non-local strength conditions and fracture criteria--I. Body and point fracture
SE Mikhailov
Engineering fracture mechanics 52 (4), 731-743, 1995
751995
Analysis of united boundary‐domain integro‐differential and integral equations for a mixed BVP with variable coefficient
SE Mikhailov
Mathematical methods in the applied sciences 29 (6), 715-739, 2006
742006
A comparative analysis of several nonlocal fracture criteria
LP Isupov, SE Mikhailov
Archive of Applied Mechanics 68 (9), 597-612, 1998
611998
ANALYSIS OF DIRECT SEGREGATED BOUNDARY-DOMAIN INTEGRAL EQUATIONS FOR VARIABLE-COEFFICIENT MIXED BVPs IN EXTERIOR DOMAINS
O Chkadua, SE Mikhailov, D Natroshvili
43*
Localized boundary-domain singular integral equations based on harmonic parametrix for divergence-form elliptic PDEs with variable matrix coefficients
O Chkadua, SE Mikhailov, D Natroshvili
Integral Equations and Operator Theory 76 (4), 509-547, 2013
362013
Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient, II: Solution regularity and asymptotics
O Chkadua, SE Mikhailov, D Natroshvili
Journal of Integral Equations and Applications 22 (1), 19-37, 2010
362010
Analysis of segregated boundary‐domain integral equations for variable‐coefficient problems with cracks
O Chkadua, SE Mikhailov, D Natroshvili
Numerical Methods for Partial Differential Equations 27 (1), 121-140, 2011
352011
Option pricing for incomplete markets via stochastic optimization: transaction costs, adaptive control and forecast
S Fedotov, S Mikhailov
International Journal of Theoretical and Applied Finance 4 (01), 179-195, 2001
332001
A functional approach to non-local strength conditions and fracture criteria--II. Discrete fracture
SE Mikhailov
Engineering fracture mechanics 52 (4), 745-754, 1995
331995
Integral potential method for a transmission problem with Lipschitz interface in R 3 for the Stokes and Darcy …
M Kohr, ML de Cristoforis, SE Mikhailov, WL Wendland
Zeitschrift für angewandte Mathematik und Physik 67 (5), 1-30, 2016
302016
Analysis of some localized boundary-domain integral equations
O Chkadua, SE Mikhailov, D Natroshvilli
The Journal of Integral Equations and Applications, 405-445, 2009
292009
Solution regularity and co-normal derivatives for elliptic systems with non-smooth coefficients on Lipschitz domains
SE Mikhailov
Journal of Mathematical Analysis and Applications 400 (1), 48-67, 2013
282013
Localized direct boundary-domain integro-differential formulations for scalar nonlinear boundary-value problems with variable coefficients
SE Mikhailov
Journal of engineering mathematics 51 (3), 283-302, 2005
272005
Analysis of segregated boundary-domain integral equations for BVPs with non-smooth coefficients on Lipschitz domains
SE Mikhailov
Boundary Value Problems 2018 (1), 1-52, 2018
232018
Numerics of boundary-domain integral and integro-differential equations for BVP with variable coefficient in 3D
R Grzhibovskis, SE Mikhailov, S Rjasanow
IABEM 2011, Symposium of the International Association for Boundary Element …, 2011
212011
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Articles 1–20