- Tytuł:
- Computer-aided modeling and simulation of electrical circuits with α-stable noise
- Autorzy:
- Weron, Aleksander
- Powiązania:
- https://bibliotekanauki.pl/articles/1340383.pdf
- Data publikacji:
- 1995
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
density and quantile estimators
stochastic differential equations
approximate schemes
α-stable random variables and processes
stochastic modeling - Opis:
- The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.
- Źródło:
-
Applicationes Mathematicae; 1995-1996, 23, 1; 83-93
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł