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.
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Requires Authentication UnlicensedUsing maximum cross section method for filtering jump-diffusion random processesLicensedApril 23, 2020
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Requires Authentication UnlicensedTesting of kinetic energy backscatter parameterizations in the NEMO ocean modelLicensedApril 23, 2020
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Requires Authentication UnlicensedHigh order modified differential equation of the Beam–Warming method, I. The dispersive featuresLicensedApril 23, 2020
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Requires Authentication UnlicensedNumerical steady state analysis of the Marchuk–Petrov model of antiviral immune responseLicensedApril 23, 2020
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Requires Authentication UnlicensedMathematical modelling of acute phase of myocardial infarctionLicensedApril 23, 2020