TY - JOUR
T1 - Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients
AU - Shmerling, Efraim
AU - Hochberg, Kenneth J.
PY - 2003/6
Y1 - 2003/6
N2 - We study linear jump parameter systems of differential and difference equations whose coefficients depend on the state of a semi-Markov process. We derive systems of equations for the first two moments of the random solutions of these jump parameter systems, and illustrate how moment equations can be used in examining their asymptotic stability.
AB - We study linear jump parameter systems of differential and difference equations whose coefficients depend on the state of a semi-Markov process. We derive systems of equations for the first two moments of the random solutions of these jump parameter systems, and illustrate how moment equations can be used in examining their asymptotic stability.
KW - Jump parameter system
KW - Semi-Markov process
UR - http://www.scopus.com/inward/record.url?scp=0042914585&partnerID=8YFLogxK
U2 - 10.1239/jap/1053003555
DO - 10.1239/jap/1053003555
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AN - SCOPUS:0042914585
SN - 0021-9002
VL - 40
SP - 442
EP - 454
JO - Journal of Applied Probability
JF - Journal of Applied Probability
IS - 2
ER -