MOMENT EQUATIONS FOR STOCHASTIC SYSTEM SPECIAL KIND AS INSTRUMENT IN APPLY PROBLEM

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F22%3APU151003" target="_blank" >RIV/00216305:26510/22:PU151003 - isvavai.cz</a>

Result on the web

<a href="https://journal.access-bg.org/journalfiles/journal/issue-3-3-2022/02-moment_equations_for_stochastic_system_special_kind_as_instrument_in_apply_problem.pdf" target="_blank" >https://journal.access-bg.org/journalfiles/journal/issue-3-3-2022/02-moment_equations_for_stochastic_system_special_kind_as_instrument_in_apply_problem.pdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.46656/access.2022.3.3(2)" target="_blank" >10.46656/access.2022.3.3(2)</a>

Result language

angličtina

Original language name

MOMENT EQUATIONS FOR STOCHASTIC SYSTEM SPECIAL KIND AS INSTRUMENT IN APPLY PROBLEM

Original language description

In paper considered the method of constructing moment equations for random solution of systems of nonlinear differential and difference equations, the right part of which depends on the stochastic process. Torque equations are constructed in the presence of jumps in solutions. For a system of differential equations with random coefficients, the case when the heterogeneous part of the system contains random processes such as white noise is considered. The ideas of A.M Kolmogorov and V.I. Zubov on the analytical definition of random processes have been developed. In particular, non-Markov processes are investigated, which are determined by systems of linear differential equations with a delay in the argument. With the help of stochastic operators, fundamentally new results were obtained for non-Afarkov random processes, from which the main known results for Markov processes emerge. Methods and algorithms of analytical determination of finite-valued and infinite-digit random processes are proposed. The methods of studying the behaviours of the matrix of the second moments of some important classes of stochastic systems of equations are given because many optimization problems are reduced to the minimization of such a matrix. The substantiation of difference approximation for solving some types of differential equations used for the numerical solution of problems is carried out.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10102 - Applied mathematics

Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2022

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

ACCESS-ACCESS TO SCIENCE BUSINESS INNOVATION IN THE DIGITAL ECONOMY

ISSN

2683-1007

e-ISSN

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Volume of the periodical

3

Issue of the periodical within the volume

3

Country of publishing house

BG - BULGARIA

Number of pages

11

Pages from-to

221-231

UT code for WoS article

000894274600002

EID of the result in the Scopus database

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