Diffusion approximation algorithms in merging phase space

Vladimir Koroliuk^a, Nikolaos Limnios<sup>b

a</sup> Institute of Mathematics, Kyiv, Ukraine
^b University of Technology of Compiegne, France

Abstract: Diffusion approximation algorithms for stochastic systems in split and merging phase space are represented in servey form. The main mathematical tools of such algorithms are described in our book “Stochastic Systems in Merging Phase Space” (World Scientific Publishing, 2005).

Keywords: Stochastic processes, normal distribution,...

MSC: 60K15

Language: English

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