Analysis of jump diffusion systems by spectral method

Author:

Baghdasaryan Gevorg,Mikilyan Marine,Panteleev Andrei,Rybakov Konstantin

Publisher

AIP Publishing

Reference30 articles.

1. V. V. Solodovnikov, V. V. Semenov, M. Peschel, and D. Nedo, Design of Control Systems on Digital Computers: Spectral and Interpolational Methods (Mashinostroenie, Moscow; Verlag Technik, Berlin, 1979). (in Russian, in German).

2. V. V. Semenov and I. L. Sotskova, “The spectral method for solving Fokker–Planck–Kolmogorov equation for stochastic control system analysis,” in Proc. 2nd IFAC Symposium on Stochastic Control (Pergamon Press, Oxford, 1987), pp. 503–508.

3. S. V. Lapin and N. D. Egupov, Theory of Matrix Operators and its Application to Problems of Automatic Control (BMSTU Press, Moscow, 1997). (in Russian).

4. Spectral Method for Analysis of Switching Diffusions

5. T. A. Averina and K. A. Rybakov, Rus. J. Numer. Anal. Math. Modelling 22(5), 431–447 (2007).

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1. Spectral method of analysis and optimal estimation in linear stochastic systems;International Journal of Modeling, Simulation, and Scientific Computing;2020-06

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