Аннотация
In this paper, a new approach to solving a prediction problem for nonlinear stochastic differential systems with a Poisson component is discussed. In this approach, the prediction problem is reduced to an analysis of stochastic jump-diffusion systems with terminating and branching paths. The prediction problem can be approximately solved by using numerical methods for stochastic differential equations and methods for modeling inhomogeneous Poisson flows.
Язык оригинала | английский |
---|---|
Страницы (с-по) | 1-10 |
Число страниц | 10 |
Журнал | Numerical Analysis and Applications |
Том | 10 |
Номер выпуска | 1 |
DOI | |
Состояние | Опубликовано - 1 янв. 2017 |