Program implementation of the normal approximation method for nonlinear stochastic system analysis (Q580947)

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scientific article; zbMATH DE number 4018349
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    Program implementation of the normal approximation method for nonlinear stochastic system analysis
    scientific article; zbMATH DE number 4018349

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      Program implementation of the normal approximation method for nonlinear stochastic system analysis (English)
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      1987
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      We examine some issues of program implementation of the normal approximation method for the analysis of nonlinear stochastic systems described by differential equations and also by integral and integrodifferential equations reducible to differential equations. We briefly describe the programs for statistical analysis of such systems by the normal approximation method. Application of these programs to multidimensional systems substantially reduces the cost of specification and solution of the basic equations of statistical analysis.
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      nonlinear stochastic systems
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      statistical analysis
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      normal approximation method
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      multidimensional systems
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