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JOURNALS // 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


 English version:
Automation and Remote Control, 1975, 36:4, 643–647

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