Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems (Q636548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems |
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Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems (English)
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28 August 2011
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random dynamical systems
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random differential equations
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stochastic differential equations
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continuous time Markov chains
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Monte-Carlo estimates
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stochastic approximation algorithms
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