Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	157-167
Number of pages	11
Journal	Journal of Applied and Industrial Mathematics
Volume	11
Issue number	2
DOIs	https://doi.org/10.1134/S1990478917020016
Publication status	Published - 1 Apr 2017

generalized Euler method, Monte Carlo method, Poisson component, stochastic differential equation, stochastic oscillator

ID: 10040009