Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems
type: Item
instance of: scholarly article
title: Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems
zbMATH Open document ID: 1219.93119
author: Shalabh Bhatnagar
author: Karmeshu
published in: Applied Mathematical Modelling
publication date: 2011-08-28T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60H25
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 5943972
zbMATH Keywords: random dynamical systems
zbMATH Keywords: random differential equations
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: continuous time Markov chains
zbMATH Keywords: Monte-Carlo estimates
zbMATH Keywords: stochastic approximation algorithms
MaRDI profile type: Publication
full work available at URL: j.apm.2010.12.024
OpenAlex ID: W2027815684
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DOI: 10.1016/J.APM.2010.12.024
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description: scientific article; zbMATH DE number 5943972