Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method
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Publication:5374016
DOI10.1134/S1990478917020016zbMath1413.65007OpenAlexW2618835060MaRDI QIDQ5374016
Publication date: 6 April 2018
Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1990478917020016
Monte Carlo methods (65C05) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)
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