Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes

DOI10.1016/S0016-0032(99)00011-3zbMath0972.93064OpenAlexW2096785078MaRDI QIDQ5926834

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Publication date: 7 November 2001

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0016-0032(99)00011-3

zbMATH Keywords

generalized Fokker-Planck-Kolmogorov equationMarkov processesmodels with random structurenonstationary stochastic processespartial processes

Mathematics Subject Classification ID

Stochastic processes (60G99) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Pulse nonstationary processes generated by dynamic systems with random structure ⋮ A time-varying stochastic framework for modeling wireless channels ⋮ A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems ⋮ Kinetics for reduction of iron ore based on the phase space reconstruction

Cites Work

• On the generation of correlated time series with a given probability density function.
• A local linearization approach to nonlinear filtering
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