Algorithm for statistical simulation of two types of random-structure systems
DOI10.1515/rnam-2001-0603zbMath0994.65003MaRDI QIDQ4331069
Publication date: 14 May 2002
Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rnam-2001-0603
numerical experiments; stochastic differential equations; dynamic random-structure systems; statistical simulation algorithm
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
37H10: Generation, random and stochastic difference and differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)
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