An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations (Q541096): Difference between revisions

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Latest revision as of 20:58, 9 December 2024

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An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations
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    An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations (English)
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    4 June 2011
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    Itô's stochastic differential equation
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    transition probability density
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    analytical-numerical method
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    damping matrix
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    motion of ship in stochastic sea
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    stochastic rolling of ship
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