Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2017, Volume 132, Pages 95–100 (Mi into174)  

This article is cited in 2 scientific papers (total in 2 papers)

Numerical and analytical methods of the study of stochastic systems with delay

I. E. Poloskov

Perm State National Research University
Full-text PDF (284 kB) Citations (2)
Abstract: This paper is a brief review of methods of qualitative and quantitative study of various classes of stochastic systems with aftereffect. We describe schemes of analysis of stochastic ordinary and partial differential and integrodifferential equations, which are also applicable for their deterministic analogs. These numerical and analytical schemes are implemented in the software package Mathematica and in the language Intel Fortran.
Keywords: stochastic dynamical system, delay, analysis, state vector, moment characteristic, numerical and analytical methods.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-96019
English version:
Journal of Mathematical Sciences (New York), 2018, Volume 230, Issue 5, Pages 746–751
DOI: https://doi.org/10.1007/s10958-018-3782-4
Bibliographic databases:
Document Type: Article
UDC: 519.217, 519.676
Language: Russian
Citation: I. E. Poloskov, “Numerical and analytical methods of the study of stochastic systems with delay”, Proceedings of International Symposium “Differential Equations–2016”, Perm, May 17-18, 2016, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 132, VINITI, Moscow, 2017, 95–100; J. Math. Sci. (N. Y.), 230:5 (2018), 746–751
Citation in format AMSBIB
\Bibitem{Pol17}
\by I.~E.~Poloskov
\paper Numerical and analytical methods of the study of stochastic systems with delay
\inbook Proceedings of International Symposium “Differential Equations–2016”, Perm, May 17-18, 2016
\serial Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.
\yr 2017
\vol 132
\pages 95--100
\publ VINITI
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/into174}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3801394}
\zmath{https://zbmath.org/?q=an:1393.34002}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2018
\vol 230
\issue 5
\pages 746--751
\crossref{https://doi.org/10.1007/s10958-018-3782-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85044441504}
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  • https://www.mathnet.ru/eng/into/v132/p95
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
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    Full-text PDF :281
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