Publication:4459787
zbMath1043.65009MaRDI QIDQ4459787
David Meintrup, Stefan Schäffler, Georg Denk
Publication date: 18 May 2004
noise; modeling; fractional Brownian motion; numerical experiments; circuit simulation; electronic circuits; stochastic differential-algebraic equations; \(1/f\)-noise; flicker noise
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
34A09: Implicit ordinary differential equations, differential-algebraic equations
60G20: Generalized stochastic processes
34F05: Ordinary differential equations and systems with randomness
60G18: Self-similar stochastic processes
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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