Geodesic
Computer simulation of a nonlinear model for electrical circuits with α-stable noise
Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 95-105.

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The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.
DOI : 10.4064/am-23-1-95-105
Keywords: density and quantile estimators, approximate schemes, stochastic differential equations with α-stable integrators, stochastic modeling

Aleksander Janicki 1

1 
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Aleksander Janicki. Computer simulation of a nonlinear model for electrical circuits with α-stable noise. Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 95-105. doi : 10.4064/am-23-1-95-105. http://geodesic.mathdoc.fr/articles/10.4064/am-23-1-95-105/

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