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

Sistemy i Sredstva Inform., 2018 Volume 28, Issue 3, Pages 4–25 (Mi ssi582)

This article is cited 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

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).

Received: 03.04.2018

DOI: 10.14357/08696527180301



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