A randomized maximum cross-section method to simulate random structure systems with distributed transitions
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Publication:2963853
DOI10.1134/S1995423916030010zbMath1374.93320MaRDI QIDQ2963853
Publication date: 21 February 2017
Published in: Numerical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995423916030010
stochastic differential equation; numerical method; statistical simulation; Poisson flow; maximum cross-section method; random structure system
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E03: Stochastic systems in control theory (general)
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