Cover Image

Derivation of Moment Equations for Solutions of a System of Differential Equations Dependent on a Semi-Markov Process

We present a new method for the derivation of moment equations for solutions of a system of nonlinear differential equations dependent on a finite-valued semi-Markov process. For systems of linear equations, we compare the results obtained with known ones.

Saved in:

Bibliographic Details
Date:	2002
Main Authors:	Valeyev, K. G., Dzhalladova, I. A., Валеев, К. Г., Джалладова, И. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2002
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4193
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

Derivation of Moment Equations for Solutions of a System of Nonlinear Difference Equations Dependent on a Semi-Markov Process
by: Valeyev, K. G., et al.
Published: (2003)

Second-order moment equations for a system of differential equations with random right-hand side
by: Valeyev, K. G., et al.
Published: (2004)

Optimization of a system of linear differential equations with random coefficients
by: Valeyev, K. G., et al.
Published: (1999)

Construction of a periodic system of moment equations
by: Dzhalladova, I. A., et al.
Published: (1998)

Optimization of Nonlinear Systems of Stochastic Difference Equations
by: Valeyev, K. G., et al.
Published: (2002)

Investigation of a system of linear differential equations with random coefficients
by: Dzhalladova, I. A., et al.
Published: (1998)

Equations for second moments of solutions of a system of linear differential equations with random semi-Markov coefficients and random input
by: Lapshin, A. L., et al.
Published: (1999)

Criteria for the Asymptotic Stability of Solutions of Dynamical Systems
by: Valeyev, K. G., et al.
Published: (2000)

On one generalization of the averaging method
by: Valeyev, K. G., et al.
Published: (1997)

Stochastic Lyapunov Functions for a System of Nonlinear Difference Equations
by: Dzhalladova, I. A., et al.
Published: (2002)

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process
by: Bondarenko, G. I., et al.
Published: (2004)

Критерии асимптотической устойчивости решений динамических систем
by: Валеев, К.Г, et al.
Published: (2000)

Вывод моментных уравнений для решений системы дифференциальных уравнений, зависящей от полумарковского процесса
by: Валеев, К.Г., et al.
Published: (2002)

Моментные уравнения второго порядка для системы дифференциальных уравнений со случайной правой частью
by: Валеев, К.Г., et al.
Published: (2004)

Оптимизация системы линейных дифференциальных уравнений со случайными коэффициентами
by: Валеев, К.Г., et al.
Published: (1999)

Оптимизация стохастических разностных нелинейных систем уравнений
by: Валеев, К.Г., et al.
Published: (2002)

Об одном обобщении метода усреднения
by: Валеев, К.Г., et al.
Published: (1997)

Вывод моментных уравнений для решений системы нелинейных разностных уравнений, зависящей от полумарковского процесса
by: Валеев, К.Г., et al.
Published: (2003)

Investigation of stabilization of a mathematical model of a dynamical system with random influence in the resonance case
by: Dzhalladova, I. A., et al.
Published: (1997)

Existence, uniqueness, and dependence on a parameter of solutions of differential-functional equations with ordinary and partial derivatives
by: Bigun, Ya. I., et al.
Published: (1997)

Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process
by: Lapshin, A. L., et al.
Published: (1998)

On a differential equation with perturbation at the highest derivative
by: Zhukova , G. S., et al.
Published: (1988)

Moments of Markov Random Evolutions
by: Samoilenko, I. V., et al.
Published: (2001)

Markov chains with discrete intervention of accident forming a semi-Markov process
by: Yezhоv, I. I., et al.
Published: (1966)

Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain
by: Lapshin, A. L., et al.
Published: (1998)

A semi-Markov model of inventory control
by: P. S. Knopov, et al.
Published: (2016)

Convergence of a semi-Markov process and an accompanying
by: Malik, V. F., et al.
Published: (2010)

A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)

Impulsive functional differential equations of fractional order with variable moments
by: Ergören, H., et al.
Published: (2016)

Optimization of solutions of a linear control system
by: Valeyev, K. G., et al.
Published: (1997)

Asymptotic expansion of a semi-Markov random evolution
by: Samoilenko, I. V., et al.
Published: (2006)

On one method of factorization of polynomials
by: Dzhalladova, I. A., et al.
Published: (1999)

On continuous dependence of solutions of linear differential equations on a parameter in a Banach space
by: Nguen, Tkhe Khoan, et al.
Published: (1999)

Impulsive functional differential equations of fractional order with variable moments
by: H. Ergцren
Published: (2016)

Existence and asymptotic properties of solutions of a real system of differential equations unresolved with respect to the derivative
by: Prosenyuk, L. G., et al.
Published: (1993)

Continuous dependence on parameters of restricted solution of the Riccati differential equation
by: Grod , I. N., et al.
Published: (1988)

A Model of Alcohol Consumption with Semi-Markov Variable Coefficients
by: Чабанюк, Ярослав, et al.
Published: (2024)

Continuous procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2004)

On the Optimal Coefficient of Efficiency of a Semi-Markov System in the Scheme of Phase Lumping
by: Vovkodav, N. G., et al.
Published: (2004)

On Extendability of Solutions of Differential Equations to a Singular Set
by: Kaplun, Yu. I., et al.
Published: (2003)