Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/210010
Title: | On One Approximation of a Solution of the Nonlinear Stochastic Differential Equation with a Drift and Its Application |
Authors: | Zherelo, A. |
Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Физика |
Issue Date: | 2017 |
Publisher: | Minsk : Education and Upbringing |
Citation: | Nonlinear Phenomena in Complex Systems. - 2017. - Vol. 20, N 3. - P. 313 - 318 |
Abstract: | The approximation of the special form for a solution of SDE with a drift has been considered. Proposed approximation has been used for numerical calculation of mathematical expectation with respect to solution of the original SDE. |
URI: | http://elib.bsu.by/handle/123456789/210010 |
ISSN: | 1561-4085 |
Licence: | info:eu-repo/semantics/restrictedAccess |
Appears in Collections: | 2017. Volume 20. Number 3 |
Files in This Item:
File | Description | Size | Format | |
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v20no3p313.pdf | 334,83 kB | Adobe PDF | View/Open |
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