scientific article; zbMATH DE number 4009449

MaRDI QIDQ3759625zbMATH OpenFDO

Authors Hermann Friedrich, Claus Lange, Egbert Lindner

Publication date 1987

zbMATH Keywords

statistical data analysissimulation methods for stochastic processes and random fieldssimulation of stationary stochastic processes

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)

Recommendations

• scientific article; zbMATH DE number 749510
• scientific article; zbMATH DE number 5856182
• scientific article; zbMATH DE number 1120147
• scientific article; zbMATH DE number 1225883
• Recursive Simulation of Stationary Multivariate Random Processes—Part II

Cited in

(4)

• A modified synthesis procedure for first order stochastic differential equations for the simulation of baseband random processes
• Simulation of stochastic wind field for large complex structures based on modified Fourier spectrum
• Constrained stochastic simulation -- generation of time series around some specific event in a normal process
• Blending-based stochastic simulator

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3759625)