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// Avtomatika i Telemekhanika
// Archive
Avtomat. i Telemekh.,
1975
Issue 4,
Pages
133–137
(Mi at7864)
This article is cited in
4
papers
Computers in Control
Solving stochastic differential equations of follow-up systems on digital computers
N. N. Nikitin
,
S. V. Pervachev
,
V. D. Razevig
Moscow
Abstract:
A methodology for computer solution of stochastic differential equations understood both in the non-symmetrized and symmetrized sense. Specifics of the use of the Eulers Euler–Cauchy and Runge–Kutta method.
UDC:
681.323.057, 517.5
Received:
25.02.1974
Fulltext:
PDF file (992 kB)
Cited by
English version:
Automation and Remote Control, 1975,
36
:4,
643–647
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024