Publication detail

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

KLIMEŠOVÁ, M. BAŠTINEC, J.

Original Title

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

Czech Title

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

Language

cs

Original Abstract

Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.

Czech abstract

Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.

Documents

BibTex


@inproceedings{BUT114609,
  author="Marie {Klimešová} and Jaromír {Baštinec}",
  title="Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion",
  annote="Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.",
  booktitle="Interdisciplinární mezinárodní vědecká konference doktorandů a odborných asistentů QUAERE 2015",
  chapter="114609",
  howpublished="online",
  year="2015",
  month="may",
  pages="1--9",
  type="conference paper"
}