Stochastic Models of Systems

  • Vladimir S. Korolyuk
  • Vladimir V. Korolyuk

Part of the Mathematics and Its Applications book series (MAIA, volume 469)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Vladimir S. Korolyuk, Vladimir V. Korolyuk
    Pages 1-20
  3. Vladimir S. Korolyuk, Vladimir V. Korolyuk
    Pages 21-41
  4. Vladimir S. Korolyuk, Vladimir V. Korolyuk
    Pages 43-87
  5. Vladimir S. Korolyuk, Vladimir V. Korolyuk
    Pages 89-136
  6. Vladimir S. Korolyuk, Vladimir V. Korolyuk
    Pages 137-180
  7. Back Matter
    Pages 181-185

About this book


In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems.
The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium.
Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.


Markov Probability theory algorithm algorithms modeling operator operator theory stochastic process systems theory

Authors and affiliations

  • Vladimir S. Korolyuk
    • 1
  • Vladimir V. Korolyuk
    • 1
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKievUkraine

Bibliographic information

Industry Sectors
Finance, Business & Banking
IT & Software
Energy, Utilities & Environment
Oil, Gas & Geosciences