Results 201 to 210 of about 98,361 (229)

Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions

Theory of Probability & Its Applications, 2021
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A discussion of the forward and backward Kolmogorov equations for multiplying systems

Annals of Nuclear Energy, 1980
Abstract A parallel derivation is formulated of the forward Kolmogorov equation (FKE) and of the backward Kolmogorov equation (BKE) from detailed probability balance equations for a population of neutrons, precursors and detected neutrons living in a multiplying medium where processes of capture and leakage, fission, precursor decay, detection and ...
Biagio Arcipiani, Nicola Pacilio
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On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation

Proceedings of the 2004 American Control Conference, 2004
Uniform convergence of standard transition matrices is a concept which appears in some fundamental results in Markov chain theory and therefore in optimal control, H/sub /spl infin// control and stability problems of continuous time Markov jump linear systems (MJLS) with infinite countable state space of the Markov chain.
J. Baczynski, M.D. Fragoso
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Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method

Computer Methods in Applied Mechanics and Engineering, 1999
The authors consider a stochastic differential equation which describes a class of time-independent discrete dynamical systems driven by additive linear combinations of Gaussian and Poisson white noises. The aim is to construct a finite difference scheme for solving the corresponding Fokker-Planck equation. To this end, one looks for numerical solution
Wojtkiewicz, Steven F., Johnson, Erik A., Bergman, Lawrence A., Grigoriu, Mircea, Spencer, Billie F. jun.   +4 more
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Asymptotic behavior of the solutions of a Kolmogorov forward system

Ukrainian Mathematical Journal, 1984
The author discussed the Kolmogorov system: \(y_ i'=-a_{ii}(t)y_ i+\sum_{j\neq i}a_{ij}(t)y_ j\), \(i,j=1,2,.\). where for \(t\geq 0\), \(a_{ij}(t)\geq 0\), \(a_{ii}(t)=\sum_{j\neq i}a_{ji}(t)\), \(\sup_{i}a_{ii}(t)
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On the Study of Forward Kolmogorov System and the Corresponding Problems for Inhomogeneous Continuous-Time Markov Chains

2020
An inhomogeneous continuous-time Markov chain X(t) with finite or countable state space under some natural additional assumptions is considered. As a consequence, we study a number of problems for the corresponding forward Kolmogorov system, which is the linear system of differential equations with special structure of the matrix A(t). In the countable
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STOCHASTIC MODELS FOR SYSTEMS OF FORWARD KOLMOGOROV EQUATIONS

Journal of Applied Data Analysis and Modern Stochastic Modelling
 Stochastic counterparts of the Cauchy problem for systems of nonlinear second order parabolic equations written in terms of forward SDEs and FBSDEs are derived and studied. There are selected two types of nonlin ear PDE systems arising in applications and there are developed two different stochastic approaches to study them. The stochastic approach to
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On the Study of Forward Kolmogorov System: the Corresponding Problems and Bounds for Inhomogeneous Continuous-time Markov Chains and Models

2022 International Conference on Information, Control, and Communication Technologies (ICCT), 2022
Alexander Zeifman, Yacov Satin, Ivan Kovalev, Anastasia Kryukova, Galina Shilova, Ilya Usov   +5 more
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The Kolmogorov–Arnold representation theorem revisited

Neural Networks, 2021
Johannes Schmidt-Hieber
exaly  

Solving the Kolmogorov PDE by Means of Deep Learning

Journal of Scientific Computing, 2021
Christian Beck, Philipp Grohs, Nor Jaafari   +2 more
exaly