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Matematicheskie Zametki, 2010, Volume 87, Issue 3, Pages 359–368
DOI: https://doi.org/10.4213/mzm8673 (Mi mzm8673) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Tensor Approach to the Problem of Averaging Differential Equations with $\delta$-Correlated Random Coefficients

D. A. Grachev

M. V. Lomonosov Moscow State University
Full-text PDF (481 kB) Citations (1)
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DOI: https://doi.org/10.4213/mzm8673
Abstract: Linear ordinary differential equations with $\delta$-correlated random coefficients are considered. We introduce the notion of linearizing tensor and use this notion to construct an algorithm for deriving differential equations for higher-order statistical moments of the solution of arbitrary positive integer orders.
Keywords: linear ordinary differential equations, random coefficients, statistical moments, linearizing tensor, random, random process, renewal interval, central limit theorem.
Received: 06.03.2009
Revised: 08.05.2009
English version:
Mathematical Notes, 2010, Volume 87, Issue 3, Pages 336–344
DOI: https://doi.org/10.1134/S0001434610030041
Bibliographic databases:
Document Type: Article
UDC: 517.926
Language: Russian
Citation: D. A. Grachev, “Tensor Approach to the Problem of Averaging Differential Equations with $\delta$-Correlated Random Coefficients”, Mat. Zametki, 87:3 (2010), 359–368; Math. Notes, 87:3 (2010), 336–344
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математические заметки Mathematical Notes
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