Systems and Means of Informatics
2018, Volume 28, Issue 2, pp 4-19ANALYTICAL MODELING OF NORMAL PROCESSES IN VOLTERRA STOCHASTIC SYSTEMS
- I. N. Sinitsyn
- V. I. Sinitsyn
Abstract
For multidimensional differential Volterra stochastic systems (VStS) with Gaussian and non-Gaussian additive and parametric white noises, two efficient methods based on the method of normal approximation and linear parametric StS theory are described. Equations for one- and multidimensional Gaussian distributions are given. Test examples for one and two populations are discussed. Special attention is paid to hereditary VStS. Some generalizations are considered.[+] References (14)
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[+] About this article
Title
ANALYTICAL MODELING OF NORMAL PROCESSES IN VOLTERRA STOCHASTIC SYSTEMSJournal
Systems and Means of InformaticsVolume 28, Issue 2, pp 4-19
Cover Date
2018-05-30DOI
10.14357/08696527180201Print ISSN
0869-6527Publisher
Institute of Informatics Problems, Russian Academy of SciencesAdditional Links
Key words
analytical modeling; Fokker-Plank-Kolmogorov equation; hereditary stochastic system; method of normal approximation; method of statistical linearization; normal (Gaussian) stochastic process; population dynamics; Pugachev equation; stochastic system (StS); Volterra stochastic systems (VStS)Authors
I. N. Sinitsyn
and V. I. Sinitsyn
Author Affiliations
Institute of Informatics Problems, Federal Research Center "Computer Science
and Control", Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation