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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2018, Volume 28, Issue 3, Pages 4–25
DOI: https://doi.org/10.14357/08696527180301
(Mi ssi582)
 

This article is cited in 3 scientific papers (total in 3 papers)

Analytical modeling of distributions with invariant measure 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
Full-text PDF (284 kB) Citations (3)
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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.
Keywords: 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).
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0063-2018-0008
The research was supported by the Russian Academy of Sciences (project 0063-2018-0008).
Received: 03.04.2018
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, “Analytical modeling of distributions with invariant measure in Volterra stochastic systems”, Sistemy i Sredstva Inform., 28:3 (2018), 4–25
Citation in format AMSBIB
\Bibitem{SinSin18}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn
\paper Analytical modeling of distributions with invariant measure in Volterra stochastic systems
\jour Sistemy i Sredstva Inform.
\yr 2018
\vol 28
\issue 3
\pages 4--25
\mathnet{http://mi.mathnet.ru/ssi582}
\crossref{https://doi.org/10.14357/08696527180301}
\elib{https://elibrary.ru/item.asp?id=32795846}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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