A randomized maximum cross-section method to simulate random structure systems with distributed transitions

DOI10.1134/S1995423916030010MaRDI QIDQ2963853zbMATH OpenOpenAlexFDO

Authors T. A. Averina

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

zbMATH Keywords

stochastic differential equationnumerical methodstatistical simulationPoisson flowmaximum cross-section methodrandom structure system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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