Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.
Czasopismo
Rocznik
Tom
Numer
Strony
95-105
Opis fizyczny
Daty
wydano
1995
otrzymano
1994-08-16
Twórcy
autor
- Hugo Steinhaus Center for Stochastic Methods, Technical University of Wrocław, 50-370 Wrocław, Poland
Bibliografia
- C. W. Gardiner (1983), Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences, Springer, New York.
- A. Janicki, Z. Michna and A. Weron (1994), Approximation of stochastic differential equations driven by α-stable Lévy motion, preprint.
- A. Janicki and A. Weron (1994), Can one see α-stable variables and processes?, Statist. Sci. 9, 109-126.
- A. Janicki and A. Weron (1994a), Simulation and Chaotic Behavior of α-Stable Stochastic Processes, Marcel Dekker, New York.
- B. Mandelbrot and J. W. van Ness (1968), Fractional Brownian motions, fractional noises and applications, SIAM Rev. 10, 422-437.
- M. Shao and C. L. Nikias (1993), Signal processing with fractional lower order moments: stable processes and their applications, Proc. IEEE 81, 986-1010.
- B. W. Stuck and B. Kleiner (1974), A statistical analysis of telephone noise, Bell Syst. Tech. J. 53, 1263-1320.
- A. Weron (1984), Stable processes and measures: A survey, in: Probability Theory on Vector Spaces III, D. Szynal and A. Weron (eds.), Lecture Notes in Math. 1080, Springer, New York, 306-364.
- A. Weron (1995), Computer-aided modeling and simulation of electrical circuits with α-stable noise, this volume, 83-93.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-zmv23i1p95bwm