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

  • K. G. Valeyev
  • I. A. Dzhalladova

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.
Published
25.05.2004
How to Cite
ValeyevK. G., and DzhalladovaI. A. “Second-Order Moment Equations for a System of Differential Equations With Random Right-Hand Side”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, no. 5, May 2004, pp. 687-91, https://umj.imath.kiev.ua/index.php/umj/article/view/3788.
Section
Short communications