Second-order moment equations for a system of differential equations with random right-hand side
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 contain...
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| Datum: | 2004 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2004
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3788 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | 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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