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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2018, Volume 28, Issue 2, Pages 4–19
DOI: https://doi.org/10.14357/08696527180201 (Mi ssi568) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Analytical modeling of normal processes in Volterra stochastic systems

I. N. Sinitsyn, V. I. Sinitsyn

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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DOI: https://doi.org/10.14357/08696527180201
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.
Keywords: 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).
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0063-2018-0008
The work was supported by the Russian Academy of Sciences (project 0063-2018-0008).
Received: 05.03.2018
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, “Analytical modeling of normal processes in Volterra stochastic systems”, Sistemy i Sredstva Inform., 28:2 (2018), 4–19
Citation in format AMSBIB
\Bibitem{SinSin18}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn
\paper Analytical modeling of normal processes in Volterra stochastic systems
\jour Sistemy i Sredstva Inform.
\yr 2018
\vol 28
\issue 2
\pages 4--19
\mathnet{http://mi.mathnet.ru/ssi568}
\crossref{https://doi.org/10.14357/08696527180201}
\elib{https://elibrary.ru/item.asp?id=32795846}
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