2017
Том 69
№ 6

All Issues

Second-order moment equations for a system of differential equations with random right-hand side

Dzhalladova I. A., Valeyev K. G.

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Abstract

We present a method for the derivation of second-order moment equations for solutions of a system of nonlinear equations that depends on a finite-valued semi-Markov or Markov process. For systems of linear differential equations with random coefficients, the case where the inhomogeneous part contains white noise is considered.

English version (Springer): Ukrainian Mathematical Journal 56 (2004), no. 5, pp 830–834.

Citation Example: Dzhalladova I. A., Valeyev K. G. Second-order moment equations for a system of differential equations with random right-hand side // Ukr. Mat. Zh. - 2004. - 56, № 5. - pp. 687-691.

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