Detail publikace

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

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

Originální název

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

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

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

Rok RIV

2013

Vydáno

9. 10. 2013

Nakladatel

Springer Nature

ISSN

1687-1847

Periodikum

Advances in Difference Equations

Ročník

2013

Číslo

1

Stát

Spojené státy americké

Strany od

1

Strany do

12

Strany počet

12

URL

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

Plný text v Digitální knihovně

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"
}