GENERATION OF A STOCHASTIC PROCESS WITH DESIRED FIRST‐ AND SECOND‐ORDER STATISTICS

DOI10.1108/EB005572zbMath0444.60048OpenAlexW1973947572MaRDI QIDQ3888258

G. Adomian, M. Elrod

Publication date: 1981

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/eb005572

zbMATH Keywords

stochastic modelinggeneration of a stochastic processsimulation solution of stochastic differential equations

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Stochastic analysis (60H99)

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