Publication detail

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

DIBLÍK, J. DZHALLADOVA, I. MICHALKOVÁ, M. RŮŽIČKOVÁ, M.

Original Title

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

Type

journal article - other

Language

English

Original 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.

Keywords

stochastic systems; Markov process; moment equations; solvability; stability

Key words in English

stochastic systems; Markov process; moment equations; solvability; stability

Authors

DIBLÍK, J.; DZHALLADOVA, I.; MICHALKOVÁ, M.; RŮŽIČKOVÁ, M.

RIV year

2013

Released

9. 10. 2013

Publisher

Springer Nature

ISBN

1687-1847

Periodical

Advances in Difference Equations

Year of study

2013

Number

1

State

United States of America

Pages from

1

Pages to

12

Pages count

12

URL

https://advancesindifferenceequations.springeropen.com/articles/10.1186/1687-1847-2013-152

Full text in the Digital Library

http://hdl.handle.net/11012/137961

BibTex

@article{BUT103930,
  author="Josef {Diblík} and Irada {Dzhalladova} and Mária {Michalková} and Miroslava {Růžičková}",
  title="Modeling of applied problems by stochastic systems and their analysis using the moment equations",
  journal="Advances in Difference Equations",
  year="2013",
  volume="2013",
  number="1",
  pages="1--12",
  doi="10.1186/1687-1847-2013-152",
  issn="1687-1847",
  url="https://advancesindifferenceequations.springeropen.com/articles/10.1186/1687-1847-2013-152"
}