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

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Ukrainian Mathematical Journal Aims and scope

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.

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REFERENCES

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Authors and Affiliations

  1. Kiev National Economic University, Kiev

    K. G. Valeev & I. A. Dzhalladova

Authors
  1. K. G. Valeev
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  2. I. A. Dzhalladova
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 687–690, May, 2004.

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Valeev, K.G., Dzhalladova, I.A. Second-order moment equations for a system of differential equations with random right-hand side. Ukr Math J 56, 830–834 (2004). https://doi.org/10.1007/s11253-005-0104-z

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  • DOI: https://doi.org/10.1007/s11253-005-0104-z

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