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- W2079963622 abstract "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 derived, and the reliability and first passage time problem are also studied. Examples are presented to demonstrate the application of the theoretical development. Numerical solutions including the time histories of moment evolution, steady state probability density function, reliability and first passage time probability density function for time discrete random maps are included. The present work compliments the existing theory of continuous time stochastic processes." @default.
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- W2079963622 date "2005-10-01" @default.
- W2079963622 modified "2023-09-27" @default.
- W2079963622 title "A probabilistic theory of random maps" @default.
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- W2079963622 doi "https://doi.org/10.1016/j.cnsns.2004.03.004" @default.
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