| 000 | 02472nla2a2200433 4500 | ||
|---|---|---|---|
| 001 | 657532 | ||
| 005 | 20231030041514.0 | ||
| 035 | _a(RuTPU)RU\TPU\network\24062 | ||
| 035 | _aRU\TPU\network\24060 | ||
| 090 | _a657532 | ||
| 100 | _a20180213a2017 k y0engy50 ba | ||
| 101 | 0 | _aeng | |
| 102 | _aFR | ||
| 105 | _ay z 100zy | ||
| 135 | _adrcn ---uucaa | ||
| 181 | 0 | _ai | |
| 182 | 0 | _ab | |
| 200 | 1 |
_aSDE Simulation in One Click: Fiction or Reality? _fA. Barysheva, A. Markov |
|
| 203 |
_aText _celectronic |
||
| 300 | _aTitle screen | ||
| 320 | _a[References: p. 437 (18 tit.)] | ||
| 330 | _aStochastic differential equations (further referred to as SDEs) and the models based on SDE are widely used to describe stochastic processes in virtually any area of human activity, such as biology or finance. Unlike an analytical approach to solving SDE, the simulation methods allow to significantly increase the range of practical problems, which examples are given in the paper. Capture III describes the result of the comparative analysis of existing programming tools for SDE simulation, their advantages and shortcomings. It was shown that none of the existing tools completely meet the requirements formulated in Chapter III for the tool's functionality used for building a simulation model. | ||
| 461 | 1 |
_0(RuTPU)RU\TPU\network\18167 _tAdvances in Computer Science Research |
|
| 463 | 0 |
_0(RuTPU)RU\TPU\network\24029 _tVol. 72 : Information technologies in Science, Management, Social sphere and Medicine (ITSMSSM 2017) _oIV International Scientific Conference, 5-8 December 2017, Tomsk, Russia _o[proceedings] _fNational Research Tomsk Polytechnic University (TPU) ; eds. O. G. Berestneva [et al.] _v[P. 434-437] _d2017 |
|
| 610 | 1 | _aэлектронный ресурс | |
| 610 | 1 | _aтруды учёных ТПУ | |
| 610 | 1 | _astochastic differential equations | |
| 610 | 1 | _adiscretization scheme | |
| 610 | 1 | _aMonte-Carlo simulation | |
| 610 | 1 | _aстохастические дифференциальные уравнения | |
| 610 | 1 | _aмоделирование | |
| 610 | 1 | _aдискретизация | |
| 610 | 1 | _aметод Монте-Карло | |
| 700 | 1 |
_aBarysheva _bA. _cAlexandra |
|
| 701 | 1 |
_aMarkov _bA. _gAlexander |
|
| 712 | 0 | 2 |
_aNational Research Tomsk Polytechnic University (TPU) _2stltpush _3(RuTPU)RU\TPU\col\18773 |
| 801 | 2 |
_aRU _b63413507 _c20180213 _gRCR |
|
| 856 | 4 | _uhttp://dx.doi.org/10.2991/itsmssm-17.2017.91 | |
| 942 | _cCF | ||