Geodesic
Simulation of stochastic evolution equations in discrete bases
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 3, pp. 381-387 
Yu. G. Bulychev; S. A. Pogonyshev. Simulation of stochastic evolution equations in discrete bases. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 3, pp. 381-387. http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_3_a4/
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Voir la notice de l'article provenant de la source Math-Net.Ru

[1] Bulychev Yu. G., Pogonyshev S. A., “Metody tsifrovogo modelirovaniya stokhasticheskikh evolyutsionnykh differentsialnykh uravnenii”, Zh. vychisl. matem. i matem. fiz., 30:8 (1990), 1170–1179 | MR

[2] Zadiraka V. K., “Otsenka preobrazovaniya Fure”, Kibernetika, 1971, no. 4, 58–63 | Zbl

[3] Rozovskii B. L., Evolyutsionnye stokhasticheskie sistemy, Nauka, M., 1983 | MR

[4] Bulychev Yu. G., Pogonyshev S. A., “Metod chislennogo integrirovaniya mnogomernogo uravneniya Fokkera-Planka na osnove usechennykh algoritmov bystrogo preobrazovaniya Fure”, Radiotekhn. i elektronika, 29:6 (1989), 1241–1249

[5] S. Gun, X. Uaitkhaus, T. Kailat (red.), Sverkhbolshie integralnye skhemy i sovremennaya obrabotka signalov, Radio i svyaz, M., 1989