scientific article; zbMATH DE number 1882450

zbMATH Open1012.65006MaRDI QIDQ4797568

T. A. Averina

Publication date: 16 March 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

numerical experimentsstochastic differential equationsRosenbrock-type methodstatistical simulation algorithmdynamic random-structure system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items (2)

STATISTICAL SYNTHESIS OF A DYNAMICAL SYSTEM IN A FINITE-DIMENSIONAL SPACE ⋮ Statistical filtering algorithms for systems withrandom structure

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4797568)