# Computer-aided modeling and simulation of electrical circuits with α-stable noise

Applicationes Mathematicae (1995)

- Volume: 23, Issue: 1, page 83-93
- ISSN: 1233-7234

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topWeron, Aleksander. "Computer-aided modeling and simulation of electrical circuits with α-stable noise." Applicationes Mathematicae 23.1 (1995): 83-93. <http://eudml.org/doc/219118>.

@article{Weron1995,

abstract = {The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.},

author = {Weron, Aleksander},

journal = {Applicationes Mathematicae},

keywords = {density and quantile estimators; stochastic differential equations; approximate schemes; α-stable random variables and processes; stochastic modeling; stable random variables and processes},

language = {eng},

number = {1},

pages = {83-93},

title = {Computer-aided modeling and simulation of electrical circuits with α-stable noise},

url = {http://eudml.org/doc/219118},

volume = {23},

year = {1995},

}

TY - JOUR

AU - Weron, Aleksander

TI - Computer-aided modeling and simulation of electrical circuits with α-stable noise

JO - Applicationes Mathematicae

PY - 1995

VL - 23

IS - 1

SP - 83

EP - 93

AB - The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.

LA - eng

KW - density and quantile estimators; stochastic differential equations; approximate schemes; α-stable random variables and processes; stochastic modeling; stable random variables and processes

UR - http://eudml.org/doc/219118

ER -

## References

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