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).