Geodesic
Computer-aided modeling and simulation of electrical circuits with α-stable noise
Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 83-93.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.
DOI : 10.4064/am-23-1-83-93
Keywords: density and quantile estimators, stochastic differential equations, approximate schemes, α-stable random variables and processes, stochastic modeling

Aleksander Weron 1

1 
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Aleksander Weron. Computer-aided modeling and simulation of electrical circuits with α-stable noise. Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 83-93. doi : 10.4064/am-23-1-83-93. http://geodesic.mathdoc.fr/articles/10.4064/am-23-1-83-93/

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