An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations (Q541096)
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scientific article; zbMATH DE number 5904234
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| English | An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations |
scientific article; zbMATH DE number 5904234 |
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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0.7613202929496765
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0.7491980195045471
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0.7416461110115051
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0.7344049215316772
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0.7322933673858643
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