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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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Bibliographic Details
Date:	1999
Main Authors:	Lapshin, A. L., Лапшин, А. Л.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1999
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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