The correlation matrix of random solutions of a dynamical system with Markov coefficients
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.
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| Date: | 1999 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4617 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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