Trifunović, Teodora, Miljana Jovanović, and Marija Milošević. 2023. “The Generalized Khasminskii-Type Conditions in Establishing Existence, Uniqueness and Moment Estimates of Solution to Neutral Stochastic Functional Differential Equations.” Filomat 37(24): 8157–74.
Milošević, Marija. 2022. “Stochastic Serotonin Model with Discontinuous Drift.” Mathematics and Computers in Simulation 198: 359–74.
[20] T. Trifunović, M. Jovanović, M. Milošević, The generalized Khasminskii-type conditions in establishing, existence, uniqueness and moment estimates of solution to neutral stochastic functional differential equations}, Filomat 37:24 (2023), 8157–8174. [19] M. Milošević, Stochastic serotonin model with discontinuous drift}, Mathematics and Computers in Simulation, 198 (2022) 359-374.
[18] A. Petrović, M. Milošević,The truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay}, Filomat 35:7 (2021), 2457–-2484.
[17] D. Djordjević, M. Milošević, An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition, Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica 29:3 (2021), 105-133.
[16] M. Milošević, Divergence of the backward Euler method for ordinary stochastic differential equations, Numerical Algorithms 82(4) (2019) 1395-1407.
[15] Obradović, M., & Milošević, M. G. (2019). Almost sure exponential stability of the -Euler-Maruyama method, when (12,1), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions. CALCOLO, 56(2), 1–24.
[14] Petrović, A., & Milošević, M. (2021). The Truncated Euler-Maruyama Method for Highly Nonlinear Neutral Stochastic Differential Equations with Time-Dependent Delay. Filomat, 35(7), 2457–2484. https://doi.org/10.2298/FIL2107457P
[13] Obradović, M., & Milošević, M. G. (2019). Almost sure exponential stability of the θ-Euler-Maruyama method, when θ, for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions. CALCOLO, 56(2), 1–24.
[12] Milošević, M. (2019). Divergence of the backward Euler method for ordinary stochastic differential equations. Numerical Algorithms, 82(4), 1395–1407.
[11] Milošević, M. G. (2018). Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations. Mathematics and Computers in Simulation, 150(2018), 25–48.
[10] Obradović, M., & Milošević, M. G. (2017). Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler–Maruyama method. Journal of Computational and Applied Mathematics, 309(1 January), 244–266.
[9] Milošević, M. G. (2016). The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments. Journal of Computational and Applied Mathematics, 298(15), 1–12.
[8] Milošević, M. G. (2016). An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion. Applied Mathematics and Computation, 274 (2016), 745–761.
[7] Milošević, M. G. (2015). Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay. Journal of Computational and Applied Mathematics, 280(2015), 248–264.
[6] Milošević, M. (2014). Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation. Applied Mathematics and Computation, 237(2014), 672–685.
[5] Milošević, M. (2014). Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay. Applied Mathematics and Computation, 244(741–760).
[4] Milošević, M. (2013). Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation. Mathematical and Computer Modelling, 57(3–4), 887–899.
[3] Milošević, M. G. (2013). On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series. Filomat, 27(1), 201–214.
[2] Milošević, M., & Jovanović, M. (2011). A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching. Mathematical and Computer Modelling, 53(1–2), 280–293. https://doi.org/10.1016/J.MCM.2010.08.016
[1] Milošević, M. (2011). Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method. Mathematical and Computer Modelling, 54(9–10), 2235–2251.
Milošević, M., & Jovanović, M. (2011). An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay. Journal of Computational and Applied Mathematics, 235(15), 4439–4451. https://doi.org/10.1016/J.CAM.2011.04.009
Milošević, M., Jovanović, M., & Janković, S. (2010). An approximate method via Taylor series for stochastic functional differential equations. Journal of Mathematical Analysis and Applications, 363(1), 128–137. https://doi.org/10.1016/J.JMAA.2009.07.061
Dr Marija G. Milošević
Redovni profesor
Departman za matematiku