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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| Date: | 2004 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
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Institute of Mathematics, NAS of Ukraine
2004
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3788 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860509920796868608 |
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| author | Valeyev, K. G. Dzhalladova, I. A. Валеев, К. Г. Джалладова, И. А. Валеев, К. Г. Джалладова, И. А. |
| author_facet | Valeyev, K. G. Dzhalladova, I. A. Валеев, К. Г. Джалладова, И. А. Валеев, К. Г. Джалладова, И. А. |
| author_sort | Valeyev, K. G. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:08:43Z |
| description | 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. |
| first_indexed | 2026-03-24T02:48:46Z |
| format | Article |
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| id | umjimathkievua-article-3788 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T02:48:46Z |
| publishDate | 2004 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/37/ac8dd153a67442cfc09134a0f8480037.pdf |
| spelling | umjimathkievua-article-37882020-03-18T20:08:43Z Second-order moment equations for a system of differential equations with random right-hand side Моментные уравнения второго порядка для системы дифференциальных уравнений со случайной правой частью Valeyev, K. G. Dzhalladova, I. A. Валеев, К. Г. Джалладова, И. А. Валеев, К. Г. Джалладова, И. А. 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. Наведено метод виведення моментних рівнянь другого порядку для розв'язків системи нелінійних рівнянь, що залежить від кінценозіїачного папівмарковського або марковського процесу. Для систем лінійних диференціальних рівнянь із випадковими коефіцієнтами розглянуто випадок, коли неоднорідна частина містить білий шум. Institute of Mathematics, NAS of Ukraine 2004-05-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/3788 Ukrains’kyi Matematychnyi Zhurnal; Vol. 56 No. 5 (2004); 687-691 Український математичний журнал; Том 56 № 5 (2004); 687-691 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/3788/4297 https://umj.imath.kiev.ua/index.php/umj/article/view/3788/4298 Copyright (c) 2004 Valeyev K. G.; Dzhalladova I. A. |
| spellingShingle | Valeyev, K. G. Dzhalladova, I. A. Валеев, К. Г. Джалладова, И. А. Валеев, К. Г. Джалладова, И. А. Second-order moment equations for a system of differential equations with random right-hand side |
| title | Second-order moment equations for a system of differential equations with random right-hand side |
| title_alt | Моментные уравнения второго порядка для системы
дифференциальных уравнений со случайной правой частью |
| title_full | Second-order moment equations for a system of differential equations with random right-hand side |
| title_fullStr | Second-order moment equations for a system of differential equations with random right-hand side |
| title_full_unstemmed | Second-order moment equations for a system of differential equations with random right-hand side |
| title_short | Second-order moment equations for a system of differential equations with random right-hand side |
| title_sort | second-order moment equations for a system of differential equations with random right-hand side |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/3788 |
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