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Contemporary Mathematics. Fundamental Directions, 2017, Volume 63, Issue 4, Pages 599–614
DOI: https://doi.org/10.22363/2413-3639-2017-63-4-599-614 (Mi cmfd338) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Differential equation in a Banach space multiplicatively perturbed by random noise

V. G. Zadorozhniy, M. A. Konovalova

Voronezh State University, 1 Universitetskaya sq., 394006 Voronezh, Russia
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DOI: https://doi.org/10.22363/2413-3639-2017-63-4-599-614
Abstract: We consider the problem of finding the moment functions of the solution of the Cauchy problem for a first-order linear nonhomogeneous differential equation with random coefficients in a Banach space. The problem is reduced to the initial problem for a nonrandom differential equation with ordinary and variational derivatives. We obtain explicit formula for the mathematical expectation and the second-order mixed moment functions for the solution of the equation.
Document Type: Article
UDC: 517.97
Language: Russian
Citation: V. G. Zadorozhniy, M. A. Konovalova, “Differential equation in a Banach space multiplicatively perturbed by random noise”, Differential and functional differential equations, CMFD, 63, no. 4, Peoples' Friendship University of Russia, M., 2017, 599–614
Citation in format AMSBIB
\Bibitem{ZadKon17}
\by V.~G.~Zadorozhniy, M.~A.~Konovalova
\paper Differential equation in a~Banach space multiplicatively perturbed by random noise
\inbook Differential and functional differential equations
\serial CMFD
\yr 2017
\vol 63
\issue 4
\pages 599--614
\publ Peoples' Friendship University of Russia
\publaddr M.
\mathnet{http://mi.mathnet.ru/cmfd338}
\crossref{https://doi.org/10.22363/2413-3639-2017-63-4-599-614}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Современная математика. Фундаментальные направления
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