Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey

2012 ◽  
Vol 30 (4) ◽  
pp. 675-724
Author(s):  
Mou-Hsiung Chang
Keyword(s):  
Stochastic Systems ◽  
Discrete Approximations ◽  
Systems With Memory ◽  
With Memory

STABILITY OF STOCHASTIC SYSTEMS WITH MEMORY

2005 ◽  
Vol 05 (02) ◽  
pp. 223-232 ◽  
Author(s):  
V. D. POTAPOV
Keyword(s):  
Differential Equations ◽  
Numerical Solution ◽  
Stochastic Systems ◽  
Wide Band ◽  
Statistical Simulation ◽  
Statistical Moments ◽  
Fading Memory ◽  
The Stability ◽  
Systems With Memory ◽  
With Memory

Many processes in physics, biology, ecology, mechanics etc. can be modeled by Volterra integro-differential equations (VIDEs) with "fading memory". Often the behaviour of corresponding systems is perturbed by random noises. One of the main problems for the theory of stochastic Volterra integro-differential equations (SVIDEs) is connected with their stability. The present paper is devoted to the numerical solution of the stability problem for linear SVIDEs. The method is based on the statistical simulation of input random wide-band stationary processes, which are assumed in the form of "colored" noises. For each realization the numerical solution of VIDEs is found. The conclusion about the stability of the considered system SVIDE with respect to statistical moments is made on the basis of Liapunov exponents, which are calculated for statistical moments of the solution.

scholarly journals Large deviations for stochastic systems with memory

2006 ◽  
Vol 6 (4) ◽  
pp. 881-893 ◽  
Author(s):  
Salah-Eldin A. Mohammed ◽  
◽  
Tusheng Zhang ◽  
Keyword(s):  
Large Deviations ◽  
Stochastic Systems ◽  
Systems With Memory ◽  
With Memory

scholarly journals Stochastic systems with memory and jumps

2019 ◽  
Vol 266 (9) ◽  
pp. 5772-5820 ◽  
Author(s):  
D.R. Baños ◽  
F. Cordoni ◽  
G. Di Nunno ◽  
L. Di Persio ◽  
E.E. Røse
Keyword(s):  
Stochastic Systems ◽  
Systems With Memory ◽  
With Memory

scholarly journals Parity-time symmetric systems with memory

2021 ◽  
Vol 3 (1) ◽  
Author(s):  
Zachary A. Cochran ◽  
Avadh Saxena ◽  
Yogesh N. Joglekar
Keyword(s):  
Systems With Memory ◽  
With Memory ◽  
Symmetric Systems

Relation between Anomalous and Normal Diffusion in Systems with Memory

2002 ◽  
Vol 89 (10) ◽  
Author(s):  
Rafael Morgado ◽  
Fernando A. Oliveira ◽  
G. George Batrouni ◽  
Alex Hansen
Keyword(s):  
Normal Diffusion ◽  
Systems With Memory ◽  
With Memory
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