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

• Date: 2004
• Main Authors: Valeyev, K. G., Dzhalladova, I. A., Валеев, К. Г., Джалладова, И. А.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2004
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3788
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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...