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

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...

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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/4664
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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