Two methods for analyzing stochastic multistructural systems with distributed structure changes

DOI10.1134/S1995423908010011MaRDI QIDQ3161920zbMATH OpenOpenAlexFDO

Authors N. A. Averina, K. A. Rybakov

Publication date 18 October 2010

Published in Numerical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1995423908010011

zbMATH Keywords

analysis problemgeneralized Fokker-Planck-Kolmogorov equationsspectral methodstatistical simulation methodstochastic multi-structural systemswitching diffusions

Mathematics Subject Classification ID

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

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