Statistical analysis of diffusion systems with invariants

DOI10.1515/RNAM-2018-0001MaRDI QIDQ1741998zbMATH OpenOpenAlexFDO

Authors T. A. Averina, E. V. Karachanskaya, K. A. Rybakov

Publication date 11 April 2018

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-2018-0001

zbMATH Keywords

stochastic differential equationnumerical methodfirst integralinvariantrandom process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(9)

• Application of indicator random processes for the construction of models of stochastic processes with invariants
• Rosenbrock-type methods for solving stochastic differential equations
• Using maximum cross section method for filtering jump-diffusion random processes
• Modeling and analysis of linear invariant stochastic systems
• Conference ``Dynamics in Siberia dedicated to the 90th anniversary of B. V. Chirikov, Novosibirsk, Russia, February 26 -- March 4, 2018. Abstracts
• STOCHASTIZATION OF CLASSICAL MODELS WITH DYNAMICAL INVARIANTS
• scientific article; zbMATH DE number 1524284 (Why is no real title available?)
• Application of an indicator random process for modeling open stochastic systems
• A modification of numerical methods for stochastic differential equations with the first integral

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