Statistical analysis of diffusion systems with invariants

DOI10.1515/rnam-2018-0001zbMath1436.65011MaRDI QIDQ1741998

Konstantin A. Rybakov, Tatiana A. Averina, Elena V. Karachanskaya

Publication date: 11 April 2018

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2018-0001

zbMATH Keywords

stochastic differential equation; numerical method; invariant; random process; first integral

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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