Modeling of applied problems by stochastic systems and their analysis using the moment equations

DOI10.1186/1687-1847-2013-152zbMath1393.34066OpenAlexW2033319088WikidataQ59300260 ScholiaQ59300260MaRDI QIDQ1648688

Miroslava Růžičová, Josef Diblík, Irada Dzhalladova, Mária Michalková

Publication date: 27 June 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2013-152

zbMATH Keywords

stabilitysolvabilityMarkov processstochastic systemsmoment equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Control problems involving ordinary differential equations (34H05) Stability of solutions to ordinary differential equations (34D20)

Related Items (5)

Multiple positive solutions of a \((p_{1},p_{2})\)-Laplacian system with nonlinear BCs ⋮ Dynamic system with random structure for modeling security and risk management in cyberspace ⋮ Solution to a stochastic pursuit model using moment equations ⋮ Stabilization of company's income modeled by a system of discrete stochastic equations ⋮ Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty

Cites Work

• Mathematics of financial markets
• On the stability of systems with random parameters
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