DEVELOPMENT OF MOMENT-SEMIINVARIANT SOFTWARE FOR STOCHASTIC ANALYSIS

DEVELOPMENT OF MOMENT-SEMIINVARIANT SOFTWARE FOR STOCHASTIC ANALYSIS

The article describes the methodological foundations and the results of comparative testing of scientific software for stochastic analysis of multidimensional nonlinear stochastic systems (StS) described by stochastic differential equations, developed on the basis of the modified moment-semi-invaria...

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Bibliographic Details
Main Author: Tatyana D. Konashenkova
Format: Article
Language:Russian
Published: The Fund for Promotion of Internet media, IT education, human development «League Internet Media» 2019-04-01
Series:Современные информационные технологии и IT-образование
Subjects:
Stochastic process
stochastic analysis
stochastic system
stochastic differential equation
mathematical expectation
covariance matrix
probability moment
modified moment-semiinvariant method (М2 SIM)
Online Access:http://sitito.cs.msu.ru/index.php/SITITO/article/view/490

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http://sitito.cs.msu.ru/index.php/SITITO/article/view/490

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