Probabilistic models

A method for estimating the probability characteristics of stochastic nonlinear distributed systems

A. N. Katulev, A. N. Kudinov, M. F. Malevinsky

Tver State University, Tver

Abstract: In this article new method of estimation of probability characteristic of non-linear dynamical stochastic system is elaborated. Investigating system is described of differential equation with partial derivatives of second order. By modeling high efficiency of method is revealed.

Keywords: non-linear stochastic system, method, estimate, probability characteristic, differential equation, series.

UDC: 62-50

Received: 22.05.2008
Revised: 10.06.2008

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