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

DOI10.1515/RNAM.2007.021zbMath1125.93063OpenAlexW2017486022MaRDI 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 equationsmodels of stochastic multistructure systemsmultimode stochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Statistical analysis of diffusion systems with invariants ⋮ Unnamed Item

This page was built for publication: Comparison of a statistical simulation method and a spectral method for analysis of stochastic multistructure systems with distributed transitions