Derivation of Kolmogorov-Chapman type equations with Fokker-Planck operator

In this paper we obtain the differential equation of the type Kolmogorov-Chapman with differential operator of the Fokker-Planck, having theoretical and practical value in the differential equations theory. Equations concerning non-stationary and stationary characteristics of the number of applicati...

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Veröffentlicht in:Dalʹnevostochnyĭ matematicheskiĭ zhurnal 2020-06, p.90-107
Hauptverfasser: Prokopieva, D.B., Zhuk, T.A, Golovko, N.I.
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper we obtain the differential equation of the type Kolmogorov-Chapman with differential operator of the Fokker-Planck, having theoretical and practical value in the differential equations theory. Equations concerning non-stationary and stationary characteristics of the number of applications obtained for a class of Queuing systems (QS) with an infinite storage device, one service device with exponential service, the input of which is supplied twice stochastic a Poisson flow whose intensity is a random diffusion process with springy boundaries and a non-zero drift coefficient. Service systems with diffusion intensity of the input flow are used for modeling of global computer networks nodes.
ISSN:1608-845X
DOI:10.47910/FEMJ202010