Stability in mean square of a linear stochastic differential equation
| Autor: | Valeev, K. G., Sulima, I. M. |
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| Zdroj: | Journal of Mathematical Sciences; February 1993, Vol. 63 Issue: 4 p500-506, 7p |
| Abstrakt: | The stability of the zero solution of a first-order linear differential equation with a random right-hand side is investigated using moment equations. Transformations of moment equations are considered. Conditions for reducing the order of the moment equations are derived. |
| Databáze: | Supplemental Index |
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