Computer-aided modeling and simulation of electrical circuits with α-stable noise
Volume 23 / 1995
Applicationes Mathematicae 23 (1995), 83-93 DOI: 10.4064/am-23-1-83-93
The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.