Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/270186| Title: | On Calculation of Means of SDE with Drift |
| Authors: | Zherelo, A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Физика |
| Issue Date: | 2020 |
| Publisher: | Minsk : Education and Upbringing |
| Citation: | Nonlinear Phenomena in Complex Systems. - 2020. - Vol. 23, N 3. - P. 299-305 |
| Abstract: | The numerical method of approximate calculation of mean of a stochastic differential equation with a drift was constructed. The proposed method is based on the so called weak method of approximations and does not require simulations of trajectories of the solutions. |
| URI: | https://elib.bsu.by/handle/123456789/270186 |
| ISSN: | 1561-4085 |
| DOI: | 10.33581/1561-4085-2020-23-3-299-305 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2020. Volume 23. Number 3 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| v23no3p299.pdf | 593,2 kB | Adobe PDF | View/Open |
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