Calculation of a steady-state probability density function for an one-dimensional stochastic system with continuous and jump fluctuations

A problem of computation of a steady-state probability density function for an onedimensional stochastic system excited by additive random fluctuations of Wiener and Poisson types. Solution of the problem takes the form of mixture of Gaussian distributions. Unknown parameters of these distributions are found by the method of collocation and the least-squares method. Some results of analysis of calculations are demonstrated. Calculations were produced by a computer algebra package Mathematica- codc program.