ON IMPACT OF PROBABILITY DENSITY VARIATION OF RANDOM VARIABLES ON STOCHASTIC PROCESS DYNAMICS
The expansion of the space of variables: <sub></sub> and analysis of a continuously changing probability density <sub></sub> in this space enabled to obtain the relationship that implicitly defines the probability density of realization of the considered parameter at the assigned moment. The relationship is obtained under assumption that the value realized at the previous step becomes the average value at the current step. The algorithm for this equation solving in assumption of the normal (Gaussian) distribution with varying from step to the step average value and dispersion of the considered parameter.