Geodesic
A modified algorithm for statistical simulation of multistructural systems with distributed change of structure
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 16 (2013) no. 2, pp. 97-105

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An algorithm for statistical simulation of random-structure systems with distributed transitions has been constructed. The proposed algorithm is based on numerical methods for solving stochastic differential equations, and uses a modified maximum cross-section method when the transition intensity depends on the vector of state. 
@article{SJVM_2013_16_2_a0,
     author = {T. A. Averina},
     title = {A modified algorithm for statistical simulation of multistructural systems with distributed change of structure},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {97--105},
     publisher = {mathdoc},
     volume = {16},
     number = {2},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2013_16_2_a0/}
}
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T. A. Averina. A modified algorithm for statistical simulation of multistructural systems with distributed change of structure. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 16 (2013) no. 2, pp. 97-105. http://geodesic.mathdoc.fr/item/SJVM_2013_16_2_a0/