Modeling of applied problems by stochastic systems and their analysis using the moment equations
Modeling of applied problems by stochastic systems and their analysis using the moment equations
Abstrakt
The paper deals with systems of linear differential equations with coefficients depending on the Markov process. Equations for particular density and the moment equations for given systems are derived and used in the investigation of solvability of initial problems and stability. Results are illustrated by examples. The paper deals with systems of linear differential equations with coefficients depending on the Markov process. Equations for particular density and the moment equations for given systems are derived and used in the investigation of solvability of initial problems and stability. Results are illustrated by examples.
Klíčová slova
stochastic systems, Markov process, moment equations, solvability, stability, stochastic systems, Markov process, moment equations, solvability, stabilityTrvalý odkaz
http://hdl.handle.net/11012/137961Typ dokumentu
Recenzovaný dokumentVerze dokumentu
Finální verze PDFZdrojový dokument
Advances in Difference Equations. 2013, vol. 2013, issue 1, p. 1-12.https://advancesindifferenceequations.springeropen.com/articles/10.1186/1687-1847-2013-152
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