Program implementation of the normal approximation method for nonlinear stochastic system analysis

zbMATH Open0626.65150MaRDI QIDQ580947FDOQ580947

Authors: V. S. Pugachev, I. N. Sinitsyn, V. I. Shin 

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

multidimensional systemsnonlinear stochastic systemsstatistical analysisnormal approximation method

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to probability theory (60-04) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited In (2)

• Title not available (Why is that?)
• Nonnormality estimation in projection‐type system realization methods

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