Numerical and Analytical Methods of Study of Stochastic Systems with Delay
This paper is a brief review of methods of qualitative and quantitative study of various classes of stochastic systems with aftereffect. We describe schemes of analysis of stochastic ordinary and partial differential and integrodifferential equations, which are also applicable for their deterministic analogs. These numerical and analytical schemes are implemented in the software package Mathematica and in the language Intel Fortran.
Keywords and phrasesstochastic dynamical system delay analysis state vector moment characteristic numerical and analytical methods
AMS Subject Classification34F05 34K50 60H35 65C30
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