Computer-aided modeling and simulation of electrical circuits with α-stable noise

• Autorzy: Aleksander Weron
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

density and quantile estimators; stochastic differential equations; approximate schemes; α-stable random variables and processes; stochastic modeling

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1995-1996
• Tom: 23
• Numer: 1
• Strony: 83-93

Daty

wydano

1995

otrzymano

1994-08-16

Twórcy

autor

Aleksander Weron

• Hugo Steinhaus Center for Stochastic Methods, Technical University of Wrocław, 50-370 Wrocław, Poland

Bibliografia

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