On one generalization of the averaging method
- 25 Downloads
We consider one case where it is possible to establish sufficient conditions for the convergence and analyticity of matrix series used for the construction of a system of moment equations.
KeywordsMarkov Process Linear Differential Equation Moment Equation Ukrainian Academy Integral Manifold
Unable to display preview. Download preview PDF.
- 2.N. N. Bogolyubov, Yu. A. Mitropol'skii and A. M. Samoilenko, Method of Accelerated Convergence in Nonlinear Mechanics [in Russian], Naukova Dumka, Kiev (1969).Google Scholar
- 5.G. N. Mil'shtein, “On the stability of a linear system under the influence of a Markov chain,” Differents. Uravn., 6, No. 11, 1982–1993 (1970).Google Scholar
- 6.K. G. Valeev and O. L. Strizhak, Method of Moment Equations [in Russian], Institute of Electrodynamics, Ukrainian Academy of Sciences, Kiev (1986).Google Scholar
- 7.K. G. Valeev and O. A. Zhautykov, Infinite Systems of Differential Equations [in Russian], Nauka, Alma-Ata (1974).Google Scholar
- 8.K. G. Valeev, Splitting of Matrix Spectrum [in Russian], Vyshcha Shkola, Kiev (1986).Google Scholar
- 9.E. F. Tsar'kov, Markov Perturbations of Parameters of Linear Differential Equations. Ergodic Theorems and Markov Processes [in Russian], Preprint No. 26, Institute of Mathematics, Ukrainian Academy of Sciences, Kiev (1987).Google Scholar