Statistical analysis of diffusion systems with invariants

DOI10.1515/rnam-2018-0001zbMath1436.65011OpenAlexW2970859625MaRDI QIDQ1741998

Konstantin A. Rybakov, Tatiana A. Averina, Elena V. Karachanskaya

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 methodinvariantrandom processfirst integral

Mathematics Subject Classification ID

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

Related Items (4)

A modification of numerical methods for stochastic differential equations with the first integral ⋮ Conference ``Dynamics in Siberia dedicated to the 90th anniversary of B. V. Chirikov, Novosibirsk, Russia, February 26 -- March 4, 2018. Abstracts ⋮ Using maximum cross section method for filtering jump-diffusion random processes ⋮ STOCHASTIZATION OF CLASSICAL MODELS WITH DYNAMICAL INVARIANTS

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