2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.3. Construction of SDEs with Given Probability Characteristics of Solution

Autor:	T. A. Averina, S. S. Artemiev
Rok vydání:	1997
Předmět:	Stochastic partial differential equation Cauchy problem Stable process Statistical simulation Stochastic differential equation Mathematical analysis Initial value problem Mathematics
Zdroj:	Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ISBN: 9789067642507 Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b52ecb3dd58554ae7a214e66bd4b72f7 https://doi.org/10.1515/9783110944662.64 Zobrazit plný text záznamu