The correlation matrix of random solutions of a dynamical system with Markov coefficients

  • A. L. Lapshin

Abstract

For dynamical systems which are described by systems of differential or difference equations dependent on a finite-valued Markov process, we suggest a new form of equations for moments of their random solution. We derive equations for a correlation matrix of random solutions.
Published
25.03.1999
How to Cite
LapshinA. L. “The Correlation Matrix of Random Solutions of a Dynamical System With Markov Coefficients”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 51, no. 3, Mar. 1999, pp. 338–348, https://umj.imath.kiev.ua/index.php/umj/article/view/4617.
Section
Research articles