Numerical Solution to Hybrid Stochastic Differential Systems
Itô-type equationsnumerical examplenumerical stabilitystochastic differential equationsuniform convergence
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- A model for stochastic hybrid systems with application to communication networks
- Active fault tolerant control systems. Stochastic analysis and synthesis.
- Continuous Markov processes and stochastic equations
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 42272 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- Modal estimation in hybrid systems
- Numerical solution of SDE through computer experiments. Including floppy disk
- Numerical Treatment of Stochastic Differential Equations
- Stability of hybrid dynamic systems containing singularly perturbed random processes
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- Numerical solution of hybrid fuzzy differential equation IVPs by a characterization theorem
- Mean-square stability of numerical schemes for stochastic differential systems
- Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
- Numerical solution to a stochastic interception problem
- scientific article; zbMATH DE number 1990836 (Why is no real title available?)
- scientific article; zbMATH DE number 6453934 (Why is no real title available?)
- Numerical approximation of invariant measures for hybrid diffusion systems
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea
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