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

Advances in Difference Equations

Josef Diblk¹  Irada Dzhalladova²  Mria Michalkov³  Miroslava Rikov⁴ 

[1] Brno University of Technology, Brno, Czech Republic;Kiev National Economic Vadym Getman University, Kiev, Ukraine;University of Žilina, Žilina, Slovakia

关键词: stochastic systems;    Markov process;    moment equations;    solvability;    stability;   

DOI  :  10.1186/1687-1847-2013-152

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

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. MSC:34K50, 60H10, 60H30, 65C30.

【 授权许可】

CC BY