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The problem of analyzing the systems with random structure and distributed transitions consists in finding the unnormalized density of distribution of the state vector with respect to the set functions of the drift vector, diffusion, transition intensity, and initial unnormalized distribution densities. Along with finding unnormalized distribution densities, one may also consider the problem of estimating marginal densities of probability and instant characteristics of the state vector (including weighed and conditional ones) at any moment of time, as well as the problem of defining probabilistic characteristics of the time of transition from one structure into another. In this report a statistical algorithm of solving systems with random structure is described; this algorithm uses a numerical method of solving the SDEs with the weak convergence of the p-th order. The problem of the optimal (coordinated) choice of parameters of this statistical algorithm is discussed, such as the step of this numerical method, the size of the sample space, and the number of nodes of the histogram.
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