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JOURNALS // Sistemy i Sredstva Informatiki [Systems and Means of Informatics] // Archive

Sistemy i Sredstva Inform., 2018 Volume 28, Issue 2, Pages 4–19 (Mi ssi568)

This article is cited 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

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).

Received: 05.03.2018

DOI: 10.14357/08696527180201



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