Equations for second moments of solutions of a system of linear differential equations with random semi-Markov coefficients and random input

• Дата: 1999
• Автори: Lapshin, A. L., Лапшин, А. Л.
• Формат: Стаття
• Мова: Російська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 1999
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/4664
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We derive equations that determine second moments of a random solution of a system of Itô linear differential equations with coefficients depending on a finite-valued random semi-Markov process. We obtain necessary and sufficient conditions for the asymptotic stability of solutions in the mean squar...