Modeling of applied problems by stochastic systems and their analysis using the moment equations

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Date
2013-10-09
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Mark
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Springer Nature
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Abstract
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.
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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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Peer-reviewed
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en
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Creative Commons Attribution 2.0 Generic
http://creativecommons.org/licenses/by/2.0/
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