Algorithm of statistical simulation of dynamic systems with distributed change of structure *

DOI10.1515/MCMA.2004.10.3-4.221zbMath1060.65513OpenAlexW2034627604MaRDI QIDQ4655041

Tatiana A. Averina

Publication date: 10 March 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.221

zbMATH Keywords

algorithmnumerical experimentsMarkov processdynamic systemsstatistical simulationmaximum cross-section methoddistributed change of structurestochastical differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Simulation of dynamical systems (37M05)

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