A modified algorithm for statistical simulation of random-structure systems with distributed transitions

DOI10.1134/S1995423913020018zbMath1299.93252MaRDI QIDQ5407751

Tatiana A. Averina

Publication date: 7 April 2014

Published in: Numerical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995423913020018

zbMATH Keywords

stochastic differential equation; numerical method; system with random structure

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)