:   . ., . .
:  
:  36
:  
:  2012
:   . ., . . / . 36. .: , 2012. .106-143.
:   , , , , ,
(.):  stochastic systems, diffusion process, Markovian switching, Taylor schemes, convergence, stability
:   . . Scilab.
(.):  Mathematical models are considered of hybrid systems in the form of stochastic differential equations with Markovian switching of the diffusion component. An extension of Taylor schemes for numerical approximation of their solutions is proposed. Modeling results in SCILAB are presented to demonstrate efficiency of the obtained algorithms.

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