scholarly journals On the Separation Theorem of Stochastic Systems in the Case Of Continuous- Discrete Observation Channels with Memory

2015 ◽  
Vol 659 ◽  
pp. 012042
Author(s):  
S V Rozhkova ◽  
V I Rozhkova ◽  
V V Lasukov ◽  
E V Devyashina
Keyword(s):  
Stochastic Systems ◽  
Separation Theorem ◽  
Discrete Observation ◽  
With Memory

scholarly journals Filtering in Stochastic Systems: Analysis for the case of continuous observations with memory of arbitrary multiplicity

2017 ◽  
Vol 803 ◽  
pp. 012129
Author(s):  
O V Rozhkova ◽  
N S Demin ◽  
J Li ◽  
E A Moldovanova ◽  
N M Natalinova ◽  
...  
Keyword(s):  
Systems Analysis ◽  
Stochastic Systems ◽  
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
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