Two methods for analyzing stochastic multistructural systems with distributed structure changes
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Publication:3161920
DOI10.1134/S1995423908010011zbMath1212.93276OpenAlexW2087627358MaRDI QIDQ3161920
N. A. Averina, Konstantin 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
spectral methodstatistical simulation methodswitching diffusionsanalysis problemgeneralized Fokker-Planck-Kolmogorov equationsstochastic multi-structural system
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)