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Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events

DOI: 10.4236/ojapps.2013.31001    3,540 Downloads   6,261 Views   Citations

ABSTRACT

In this paper we consider the stochastic systems with jumps (random impulses) generated by Erlang flow of events that lead to discontinuities in paths. These systems may be used in various applications such as a control of complex technical systems, financial mathematics, mathematical biology and medicine. We propose to use a spectral method formalism to the probabilistic analysis problem for the stochastic systems with jumps. This method allows to get a solution of the analysis problem in an explicit form.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

A. Kozhevnikov and K. Rybakov, "Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events," Open Journal of Applied Sciences, Vol. 3 No. 1, 2013, pp. 1-7. doi: 10.4236/ojapps.2013.31001.

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