论文信息 - Systems with regime switching on manifolds

Systems with regime switching on manifolds

We propose an extension for the stochastic dynamoical systems whose trajectories belong to a given manifold. This extension is the stochastic systems with regime switching, namely the systems with a variable and random structure (stochastic hybrid systems, switching diffusions). The description, modeling and statistical analysis problems for such systems are considered.

Tatiana Averina | Konstantin Rybakov

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