Publicou 12 edições por ano
ISSN Imprimir: 1064-2315
ISSN On-line: 2163-9337
Indexed in
Numerical Methods of Modeling Control Systems Described by Stochastic Differential Equations
RESUMO
The paper is concerned with the problem of numerical simulation of control systems described by stochastic differential equations. The paper consists of two parts. Some results from the theory of stochastic differential equations such as recursive Taylor-Ito-series expansion, the feature of replacement of the order of integration in repeated stochastic integrals, the method of numerical simulation of repeated stochastic integrals, etc. are presented in the first part. Construction of finite difference methods of numerical simulation of control systems described by stochastic differential equation is considered in the second part of the paper.
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Demidova Anastasia V., Druzhinina Olga V., Masina Olga N., Petrov Alexey A., Synthesis and Computer Study of Population Dynamics Controlled Models Using Methods of Numerical Optimization, Stochastization and Machine Learning, Mathematics, 9, 24, 2021. Crossref