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https://elib.bsu.by/handle/123456789/291861| Title: | On the calculation of functionals from the solution to linear SDE with first-order chaos in coefficients |
| Authors: | Egorov, A. D. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 26-30. |
| Abstract: | This report is devoted to calculating the mathematical expectation of non-linear functionals from the solution of the linear equation of Skorokhod with first-order chaos in coefficients and initial condition. Numerical examples illustrating the application of the obtained formulas are given |
| URI: | https://elib.bsu.by/handle/123456789/291861 |
| ISBN: | 978-985-881-420-5 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
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