V. S. Pugachev, I. N. Sinitsyn, “Theory of complex stochastic systems”, Inform. Primen., 5:2 (2011), 4

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Informatika i Ee Primeneniya [Informatics and its Applications], 2011, Volume 5, Issue 2, Pages 4–16 (Mi ia143)

Theory of complex stochastic systems

V. S. Pugachev, I. N. Sinitsyn^a

^a Institute for Problems of Informatics RAS

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Abstract: Applied theory of probabilistic distributions in the infinite-dimensional differential stochastic systems based on equations for characteristic functionals is given. Structural theory of forming filters is considered. Conditional probability measures for typical connections of stochastic systems are presented. Six illustrative examples are given. The article is the widening of the report at the seminar dedicated to the 85th anniversary of Academician V. S. Pugachev (IPI RAS, Moscow, 1996).

Keywords: differential stochastic system; multivariate characteristic functional; typical connections of complex stochastic systems.

Document Type: Article

Language: Russian

Citation: V. S. Pugachev, I. N. Sinitsyn, “Theory of complex stochastic systems”, Inform. Primen., 5:2 (2011), 4–16

Citation in format AMSBIB

\Bibitem{PugSin11}

\by V.~S.~Pugachev, I.~N.~Sinitsyn

\paper Theory of complex stochastic systems

\jour Inform. Primen.

\yr 2011

\vol 5

\issue 2

\pages 4--16

\mathnet{http://mi.mathnet.ru/ia143}

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https://www.mathnet.ru/eng/ia143

https://www.mathnet.ru/eng/ia/v5/i2/p4

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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Abstract page:	637
Full-text PDF :	249
References:	52
First page:	15

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