Comparison of a statistical simulation method and a spectral method for analysis of stochastic multistructure systems with distributed transitions

DOI10.1515/rnam.2007.021zbMath1125.93063MaRDI QIDQ5432665

Konstantin A. Rybakov, Tatiana A. Averina

Publication date: 17 December 2007

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.2007.021

zbMATH Keywords

stochastic differential equations; models of stochastic multistructure systems; multimode stochastic systems

Mathematics Subject Classification ID

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

93E03: Stochastic systems in control theory (general)

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