Formation and modeling of stochastic trajectories of multidimensional dynamic systems with assigned properties
A. V. Ausiannikau, V. M. Kozel · DOAJ (DOAJ: Directory of Open Access Journals) · 2019
The paper considers the method of forming the stochastic trajectories of multidimensional dynamical systems with desired properties. Projections phase variables on the coordinate axis of the n-dimensional hyperspace representing systems of stochastic differential equations. The proposed method allows to solve optimization problems binding parameters of stochastic trajectory with its average length and time of its passage.