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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| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 5904234 / rank | |||
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Itô's stochastic differential equation | |||
| Property / zbMATH Keywords: Itô's stochastic differential equation / rank | |||
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transition probability density | |||
| Property / zbMATH Keywords: transition probability density / rank | |||
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analytical-numerical method | |||
| Property / zbMATH Keywords: analytical-numerical method / rank | |||
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damping matrix | |||
| Property / zbMATH Keywords: damping matrix / rank | |||
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motion of ship in stochastic sea | |||
| Property / zbMATH Keywords: motion of ship in stochastic sea / rank | |||
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stochastic rolling of ship | |||
| Property / zbMATH Keywords: stochastic rolling of ship / rank | |||
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Revision as of 10:15, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations |
scientific article |
Statements
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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