Approximation of Stochastic Equilibria for Dynamical Systems with Parametrical Noise
نویسندگان
چکیده
Abstract A problem of the approximation for stochastic equilibria for the system with parametrical noise is considered. Our approach is based on first approximation stochastic systems technique. For these systems, we use a spectral theory of positive operators for the analysis of exponential mean square stability. Using this method we approximate a dispersion of random states in stochastic equilibrium of nonlinear dynamical system with parametrical noise.
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