Skip to main content
Log in

Fading Markov Random Evolution

  • Published:
Ukrainian Mathematical Journal Aims and scope

Abstract

We introduce the notion of fading Markov random evolution and study the properties and characteristics of this process.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. M. Kac, Several Probability Problems of Physics and Mathematics [Russian translation], Nauka, Moscow (1967).

    Google Scholar 

  2. A. F. Turbin, “One-dimensional process of Brownian motion as an alternative to the Einstein – Wiener–Lévy model,” in: Fractal Analysis and Related Problems [in Russian], Institute of Mathematics, Ukrainian Academy of Sciences, Kiev (1998).

    Google Scholar 

  3. B. R. Levin, Theoretical Foundations of Statistical Radio Engineering. Part I [in Russian], Sovetskoe Radio, Moscow (1966).

    Google Scholar 

  4. I. V. Samoilenko, “Moments of Markov random evolutions,” Ukr. Mat. Zh. (to appear).

  5. H. Bateman and A. Erdélyi, Higher Transcendental Functions [Russian translation], Nauka, Moscow (1967).

    Google Scholar 

  6. V. S. Korolyuk and A. F. Turbin, Mathematical Foundations of the State Lumping of Large Systems, Kluwer, Dordrecht (1990).

    Google Scholar 

  7. I. V. Samoilenko, “Integral representation of hyperparabolic equations,” Nonlin. Oscillations (to appear).

  8. É. B. Glinner and N. S. Koshlyakov, Partial Differential Equations in Mathematical Physics [in Russian], Vyschaya Shkola, Moscow (1970).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Samoilenko, I.V. Fading Markov Random Evolution. Ukrainian Mathematical Journal 54, 448–459 (2002). https://doi.org/10.1023/A:1020517601268

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1020517601268

Keywords