Systems and Means of Informatics
2018, Volume 28, Issue 3, pp 4-25ANALYTICAL MODELING OF DISTRIBUTIONS WITH INVARIANT MEASURE IN VOLTERRA STOCHASTIC SYSTEMS
- I. N. Sinitsyn
- V. I. Sinitsyn
Abstract
For nonlinear Volterra stochastic systems (VStS) with additive and parametric white noises (not obligatory Gaussian), exact and approximate methods for analytical modeling are considered. Analogies between mechanical and biological stochastic systems are discussed. Stability of stationary regular and irregular regimes in probabilistic first and second moments is studied. Special attention is paid to analytical modeling and stability analysis of stochastic processes in two-dimensional differential VStS. Some generalizations are considered.[+] References (29)
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[+] About this article
Title
ANALYTICAL MODELING OF DISTRIBUTIONS WITH INVARIANT MEASURE IN VOLTERRA STOCHASTIC SYSTEMSJournal
Systems and Means of InformaticsVolume 28, Issue 3, pp 4-25
Cover Date
2018-09-30DOI
10.14357/08696527180301Print ISSN
0869-6527Publisher
Institute of Informatics Problems, Russian Academy of SciencesAdditional Links
Key words
analytical modeling; Fokker-Plank-Kolmogorov equation; method of normal approximation (MNA); method of statistical linearization (MSL); 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