scientific article; zbMATH DE number 1302159
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Publication:4247425
approximation by spline seriesestimation of densitiesnonlinear oscillatorsnumerical integrationprobability density functionstochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic models, generic numerical methods in probability and statistics (65C20) Random vibrations in mechanics of particles and systems (70L05) Numerical approximation of solutions of dynamical problems in solid mechanics (74H15)
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- THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
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- On numerical density approximations of solutions of SDEs with unbounded coefficients
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