Mathematical software for analytical modeling of normal processes in stochastic systems with complex fraction-rational nonlinearities

Mathematical software for analytical modeling of normal stochastic processes in differential and discrete stochastic systems (StS) with complex fraction-rational nonlinearities (CFRN) is considered. Typical presentation of CFRN is given. Accuracy and sensitivity equations based on the normal approximation (NAM) and the statistical linearization methods (SLM) are given. Basic analytical and numerical methods for computing NAM (SLM) integrals are discussed. Special attention is paid to the software tool «StS-CFRN. Analysis». The Appendix contains test examples and some applications. Some generalizations are mentioned.