Using algorithms of decomposition for computation of linear stochastic models

DOI10.1023/A:1012742023703zbMath1021.60046OpenAlexW25696564MaRDI QIDQ1407171

V. V. Khilenko

Publication date: 9 September 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012742023703

zbMATH Keywords

algorithm of computation of stiff systemsanalysis and computation of stiff stochastic systemsdepression of equationsstochastic systems of differential equations

Mathematics Subject Classification ID

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

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