Mathematical expectation of the solution of a stochastic multiplicatively perturbed system of differential equations

We consider the Cauchy problem for a first-order linear inhomogeneous system of partial differential equations with random processes as coefficients. Explicit formulas for the mathematical expectation of the solution are obtained. Examples of systems with Gaussian and uniformly distributed random co...

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Номзүйн дэлгэрэнгүй

Үндсэн зохиолч:	L. Yu. Kabantsova
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Peoples’ Friendship University of Russia (RUDN University) 2023-01-01
Цуврал:	Современная математика: Фундаментальные направления
Нөхцлүүд:	first-order systems of partial differential equations with random coefficients mathematical expectation variational derivative characteristic functional
Онлайн хандалт:	https://journals.rudn.ru/CMFD/article/viewFile/35327/22361
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!