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Computer simulation of a nonlinear model for electrical circuits with \(\alpha\)-stable noise. (English) Zbl 0822.60051

Summary: The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
62G07 Density estimation
65C20 Probabilistic models, generic numerical methods in probability and statistics
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