A software method of normal approximation in analysis of nonlinear stochastic systems

The paper is concerned with software implementation of the method of normal approximation in analysis of nonlinear stochastic systems which are described by differential equations and by integral and integro-differential equations that can be reduced to differential ones. Programs for statistical analysis of such systems by the method of normal approximation are briefly described. The application of these programs to multi-dimensional systems significantly reduces the costs of formulating and solving the statistical analysis equation.