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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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Peoples’ Friendship University of Russia (RUDN University)
2023-01-01
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| Serier: | Современная математика: Фундаментальные направления |
| Fag: | |
| Online adgang: | https://journals.rudn.ru/CMFD/article/viewFile/35327/22361 |
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