Publication:4459787

zbMath1043.65009MaRDI QIDQ4459787

David Meintrup, Stefan Schäffler, Georg Denk

Publication date: 18 May 2004

zbMATH Keywords

noise; modeling; fractional Brownian motion; numerical experiments; circuit simulation; electronic circuits; stochastic differential-algebraic equations; \(1/f\)-noise; flicker noise

Mathematics Subject Classification ID

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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