Сходимость моментов стохастической модели многолетних колебаний речного стока

Abstract

This research work deals with the model of several years’ fluctuation of the river flow, which was received by applying Ihe stochastic differential equation of Omstein-Uhlenbeck. The proccss under consideration is the homogeneous in terms of time Markow process of diffusion type with corresponding coefficient of drift and diffusion. It gives the opportunity to evaluate the mathematical expectation and the moments of frequency distribution of the river flow. In comparison with the use of numerical integration of the differential equations system our research work studies the convergence of obtainable solution presented in power series.