The estimation of probability distribution of SDE by only one sample trajectory
DOI10.1016/J.CAMWA.2011.06.023zbMATH Open1231.60051OpenAlexW2082711881MaRDI QIDQ660807FDOQ660807
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
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Cites Work
- Stochastic Differential Equations with Markovian Switching
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Numerical simulation of stochastic ordinary differential equations in biomathematical modelling.
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
- The stochastic logistic equation: stationary solutions and their stability
- Efficient stochastic simulation of biological systems with multiple variable volumes
Cited In (5)
- Dynamics of a stochastic three-species competitive model with Lévy jumps
- Estimates of sample paths of dynamical systems described by stochastic differential equations
- Dynamics of a two-prey one-predator system in random environments
- Stability of a stochastic logistic model under regime switching
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