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Conditional Monte Carlo method for dynamic systems with random properties - MaRDI portal

Conditional Monte Carlo method for dynamic systems with random properties (Q437879)

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scientific article; zbMATH DE number 6058795
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Conditional Monte Carlo method for dynamic systems with random properties
scientific article; zbMATH DE number 6058795

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    Conditional Monte Carlo method for dynamic systems with random properties (English)
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    20 July 2012
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    differential/difference equations with random coefficients
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    Monte Carlo simulation
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    non-Gaussian processes
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    random vibration
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    semi-Markov processes
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