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

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