STOCHASTIC-MODEL OF AN INTEGRABLE NONLINEAR-SYSTEM

被引:17
|
作者
ITOH, Y [1 ]
机构
[1] GRAD UNIV ADV STUDIES, TOKYO, JAPAN
关键词
INTEGRABLE NONLINEAR SYSTEM; MARKOV CHAIN; STOCHASTIC DIFFERENTIAL EQUATION;
D O I
10.1143/JPSJ.62.1826
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
A stochastic model is introduced for a Lotka-Volterra system of a finite number of particles. For the case of an infinite number of particles, the system of 2s + 1 species is described by an integrable dynamical system with s + 1 conserved quantities. A natural extension of the s + 1 conserved quantities is given for the stochastic system of finite particles, which may give a stochastic analogue of the integrable dynamical system.
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页码:1826 / 1828
页数:3
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