{"title":"A stochastic equivalence approach for an Ornstein-Uhlenbeck process driven power system dynamics","authors":"R. H. Hirpara","doi":"10.2478/jamsi-2021-0008","DOIUrl":null,"url":null,"abstract":"Abstract This paper develops a stochastic equivalence approach for an Ornstein-Uhlenbeck process-driven power system. The concept of stochastic equivalence coupled with stochastic differential rule plays the important role to develop the stochastic equivalence approach of this paper. This paper also develops the prediction theory of power system dynamics with the OU process as well.","PeriodicalId":43016,"journal":{"name":"Journal of Applied Mathematics Statistics and Informatics","volume":"17 1","pages":"47 - 58"},"PeriodicalIF":0.3000,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Mathematics Statistics and Informatics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2478/jamsi-2021-0008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
Abstract This paper develops a stochastic equivalence approach for an Ornstein-Uhlenbeck process-driven power system. The concept of stochastic equivalence coupled with stochastic differential rule plays the important role to develop the stochastic equivalence approach of this paper. This paper also develops the prediction theory of power system dynamics with the OU process as well.