On moment behavior of a class of stochastic difference equations

DOI10.1016/0022-247X(72)90051-0zbMath0244.60051MaRDI QIDQ2554924

R. Vasudevan, T. T. Soong, Richard Bellman

Publication date: 1972

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic analysis (60H99)

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Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics, On limit periodicity of discrete time stochastic processes, On the arithmetic complexity of matrix Kronecker powers, Stability theorems of stochastic difference equations, Approximate solution methods for linear stochastic difference equations, Approximate solution methods for linear stochastic difference equations. II. Inhomogeneous equations, multi-time averages, biological application

Cites Work

• Study of Several Lattice Systems with Long-Range Forces
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