A Probabilistic Theory of Random Maps
Ozer Elbeyli, Jianxin Sun · 2005
We present a probabilistic theory of random maps with discrete time and continuous state. The forward and backward Kolmogorov equations as well as the FPK equation governing the evolution of the probability density function of the system are derived. The moment equations, the reliability and first passage time problem are studied. The present work compliments the existing theory of continuous time stochastic processes.