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

Loading...
Thumbnail Image

Authors

Diblík, Josef
Dzhalladova, Irada
Michalková, Mária
Růžičková, Miroslava

Advisor

Referee

Mark

Journal Title

Journal ISSN

Volume Title

Publisher

Springer Nature
Altmetrics

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.

Description

Citation

Advances in Difference Equations. 2013, vol. 2013, issue 1, p. 1-12.
https://advancesindifferenceequations.springeropen.com/articles/10.1186/1687-1847-2013-152

Document type

Peer-reviewed

Document version

Published version

Date of access to the full text

Language of document

en

Study field

Comittee

Date of acceptance

Defence

Result of defence

Endorsement

Review

Supplemented By

Referenced By

Creative Commons license

Except where otherwised noted, this item's license is described as Creative Commons Attribution 2.0 Generic
Citace PRO