Statistic algorithm of simulation of dynamic systems with random structure
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 5 (2002) no. 1, pp. 1-10
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The paper considers dynamic systems with random structure. The statistic algorithm was constructed for probabilistic analysis of two types of systems with random structure. It based on numerical methods for solving the Stochastic Differential Equations (SDEs). There are given results of numerical experiments.
@article{SJVM_2002_5_1_a0,
author = {T. A. Averina},
title = {Statistic algorithm of simulation of dynamic systems with random structure},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {1--10},
publisher = {mathdoc},
volume = {5},
number = {1},
year = {2002},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2002_5_1_a0/}
}
T. A. Averina. Statistic algorithm of simulation of dynamic systems with random structure. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 5 (2002) no. 1, pp. 1-10. http://geodesic.mathdoc.fr/item/SJVM_2002_5_1_a0/