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

• Datum: 1999
• Hauptverfasser: Lapshin, A. L., Лапшин, А. Л.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1999
• Online Zugang: 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...