Algorithm of statistical simulation of dynamic systems with distributed change of structure * (Q4655041)

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scientific article; zbMATH DE number 2143455
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Algorithm of statistical simulation of dynamic systems with distributed change of structure *
scientific article; zbMATH DE number 2143455

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    Algorithm of statistical simulation of dynamic systems with distributed change of structure * (English)
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    10 March 2005
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    statistical simulation
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    dynamic systems
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    distributed change of structure
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    Markov process
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    algorithm
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    stochastical differential equation
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    maximum cross-section method
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    numerical experiments
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