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Program implementation of the normal approximation method for nonlinear stochastic system analysis - MaRDI portal

Program implementation of the normal approximation method for nonlinear stochastic system analysis

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Publication:580947

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zbMath0626.65150MaRDI QIDQ580947

V. S. Pugachev, I. N. Sinitsyn, Vladimir Shin

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

multidimensional systems nonlinear stochastic systems statistical analysis normal approximation method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to probability theory (60-04)

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