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Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients
Published online by Cambridge University Press: 14 July 2016
Abstract
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.
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- Copyright © Applied Probability Trust 2003