Title :
Infinite-dimensional systems described by first order PDEs
Author :
Rocha, Paula ; Willems, Jun C.
Author_Institution :
Dept. of Math., Aveiro Univ., Portugal
Abstract :
This paper is concerned with the characterization of systems described by first order PDEs in terms of Markovian properties. It is shown that for 2D autonomous systems with infinite-dimensional behavior the existence of a description by means of first order PDEs is equivalent to strong-Markovianity.
Keywords :
Markov processes; multidimensional systems; partial differential equations; 2D autonomous systems; Markovian properties; first order PDE; infinite-dimensional systems; Discrete wavelet transforms; Kernel; Mathematics; Multidimensional systems; Polynomials; US Government;
Conference_Titel :
Multidimensional Systems, 2005. NDS 2005. The Fourth International Workshop on
Print_ISBN :
3-9810299-8-4
DOI :
10.1109/NDS.2005.195330
