The Expectation of a Solution of a Linear System of Differential Equations with Random Coefficients

DOI10.1137/S0040585X97T990368zbMath1470.60170OpenAlexW3187951540WikidataQ115246816 ScholiaQ115246816MaRDI QIDQ5005708

V. G. Zadorozhnij

Publication date: 10 August 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990368

zbMATH Keywords

expectationvariational derivativestability in meanequations with random coefficientsequations with variational derivatives

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Moment functions of the solution of the Cauchy problem for the stochastic heat equation
• Stabilization of linear systems by a multiplicative random noise
• Stochastic systems
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