A probabilistic theory of random maps

We present a probabilistic theory of random maps with discrete time and continuous state. The forward and backward Kolmogorov equations as well as the FPK equation governing the evolution of the probability density function of the system are derived. The moment equations of arbitrary order are deriv...

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Veröffentlicht in:	Communications in nonlinear science & numerical simulation 2005-10, Vol.10 (7), p.747-763
Hauptverfasser:	Elbeyli, O., Sun, J.Q.
Format:	Artikel
Sprache:	eng
Schlagworte:	Discrete stochastic systems First passage time probability FPK equation Moment equations Nonlinear PDEs Random maps Reliability
Online-Zugang:	Volltext
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