Master equation for randomized dynamic systems

摘要

For realizations of abstract discrete dynamic systems t/sub i/ /spl rarr/ Y(t/sub i/), t/sub i/ /spl isin/ [0,T] we define the random process t/sub i/ /spl rarr/ N(t/sub i/) using averaging of some parameters. The master equation is proved under condition of statistical stability of this parameters and some limiting correlation's between them. The purpose of this equation - describing of the behavior of original dynamic system informal axiomatically given.