Generalization of the “maximum cross section method” for the simulation of distributions

1978 ◽  
Vol 18 (3) ◽  
pp. 230-235
Author(s):  
S.M. Ermakov ◽  
A.A. Zhiglyavskii
Author(s):  
Tatyana A. Averina ◽  
Konstantin A. Rybakov

Abstract The paper is focused on problem of filtering random processes in dynamical systems whose mathematical models are described by stochastic differential equations with a Poisson component. The solution of a filtering problem supposes simulation of trajectories of solutions to a stochastic differential equation. The trajectory modelling procedure includes simulation of a Poisson flow permitting application of the maximum cross section method and its modification.


1923 ◽  
Vol 79 (3) ◽  
pp. 439-444
Author(s):  
Helge Lundholm ◽  
James S. Plant ◽  
John C. Whitehorn

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