Diffusion approximation algorithms in
Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 98-102
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Diffusion approximation algorithms for stochastic systems in split and merging phase space are represented in servey form. The main mathematical tools of such algorithms are described in our book “Stochastic Systems in Merging Phase Space” (World Scientific Publishing, 2005).
Keywords:
Stochastic processes
Mots-clés : normal distribution,...
Mots-clés : normal distribution,...
@article{THSP_2007_13_1_a9,
author = {Vladimir Koroliuk and Nikolaos Limnios},
title = {Diffusion approximation algorithms in},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {98--102},
year = {2007},
volume = {13},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a9/}
}
Vladimir Koroliuk; Nikolaos Limnios. Diffusion approximation algorithms in. Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 98-102. http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a9/
[1] V. S. Koroliuk, N. Limnios,, Stochastic Systems in Merging Phase Space, World Scientific Publishing, 2005