The estimation of probability distribution of SDE by only one sample trajectory

DOI10.1016/j.camwa.2011.06.023zbMath1231.60051MaRDI QIDQ660807

Ke Wang, Guixin Hu

Publication date: 5 February 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.06.023

zbMATH Keywords

simulation; probability distribution; logistic model; Markov chain

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

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

34F05: Ordinary differential equations and systems with randomness

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Cites Work

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