Mathematical software tools for analytical modeling in stochastic systems with complex nonlinearities

New mathematical software tools in “IDStS” are developed for differential stochastic systems (DStS) with Wiener and Poisson noises with complex finite, differential, and integral nonlinearities and hereditary StS (HStS) reducible to DStS. Algorithms of analytical modeling based on the normal approximation method (NAM) and the statistical linearization method (SLM) are given. Numeral and symbolic algorithms for NAM (SLM) are developed in MATLAB for typical nonlinearities in DStS. Test examples are given. Special attention is paid to the problems of analytical modeling in HStS with complex nonlinearities based on NAM and SLM.