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

2003 ◽  
Vol 55 (6) ◽  
pp. 1034-1041 ◽  
Author(s):  
K. G. Valeev ◽  
I. A. Dzhalladova
Keyword(s):  
Markov Process ◽  
Difference Equations ◽  
Moment Equations ◽  
Nonlinear Difference Equations ◽  
Semi Markov Process

Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients

2003 ◽  
Vol 40 (2) ◽  
pp. 442-454 ◽  
Author(s):  
Efraim Shmerling ◽  
Kenneth J. Hochberg
Keyword(s):  
Asymptotic Stability ◽  
Markov Process ◽  
Difference Equations ◽  
The State ◽  
Systems Of Equations ◽  
Moment Equations ◽  
Semi Markov Process

We study linear jump parameter systems of differential and difference equations whose coefficients depend on the state of a semi-Markov process. We derive systems of equations for the first two moments of the random solutions of these jump parameter systems, and illustrate how moment equations can be used in examining their asymptotic stability.

Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients

2003 ◽  
Vol 40 (02) ◽  
pp. 442-454 ◽  
Author(s):  
Efraim Shmerling ◽  
Kenneth J. Hochberg
Keyword(s):  
Asymptotic Stability ◽  
Markov Process ◽  
Difference Equations ◽  
The State ◽  
Systems Of Equations ◽  
Moment Equations ◽  
Semi Markov Process

We study linear jump parameter systems of differential and difference equations whose coefficients depend on the state of a semi-Markov process. We derive systems of equations for the first two moments of the random solutions of these jump parameter systems, and illustrate how moment equations can be used in examining their asymptotic stability.

scholarly journals Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Josef Diblík ◽  
Irada Dzhalladova ◽  
Mária Michalková ◽  
Miroslava Růžičková
Keyword(s):  
Differential Equation ◽  
Mathematical Model ◽  
Markov Process ◽  
Linear Differential Equation ◽  
Foreign Currency ◽  
Exchange Market ◽  
Moment Equations ◽  
Currency Exchange ◽  
Semi Markov Process ◽  
Linear Differential

The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi-Markov process. The boundaries of the domain of its instability is determined by using moment equations.

Partially observable semi-Markov reward processes

1993 ◽  
Vol 30 (3) ◽  
pp. 548-560 ◽  
Author(s):  
Yasushi Masuda
Keyword(s):  
Markov Process ◽  
Counting Process ◽  
Probabilistic Interpretation ◽  
Real Domain ◽  
Semi Markov Process ◽  
Reward Process ◽  
Markov Reward ◽  
Partially Observable ◽  
Joint Behavior

The main objective of this paper is to investigate the conditional behavior of the multivariate reward process given the number of certain signals where the underlying system is described by a semi-Markov process and the signal is defined by a counting process. To this end, we study the joint behavior of the multivariate reward process and the multivariate counting process in detail. We derive transform results as well as the corresponding real domain expressions, thus providing clear probabilistic interpretation.

On the oscillation of third order nonlinear difference equations

2009 ◽  
Vol 32 (1) ◽  
pp. 189-203 ◽  
Author(s):  
Ravi P. Agarwal ◽  
Said R. Grace ◽  
Patricia J. Y. Wong
Keyword(s):  
Difference Equations ◽  
Nonlinear Difference Equations ◽  
Third Order
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