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Teoriya Veroyatnostei i ee Primeneniya, 1963, Volume 8, Issue 3, Pages 309–318
(Mi tvp4678)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the Theory of Differential Equations with Random Coenfficients
G. Ya. Lyubarskii, Yu. L. Rabotnikov Kharkov
Abstract:
The equation $\ddot u(t)+a_1(t)\dot u(t)+[\alpha(t)-\alpha(t)]u(t)=0$ is considered where the coefficient $a_1(t)$ and $a_0 (t)$ are real, piecewise continuous and periodic functions with the same period $T$ and $\alpha (t)$ is a real random function. The restrictions on the $\alpha (t)$ are essentially the following. The correlation length $\alpha $ is much shorter than the period $T$, the random function $\alpha(t)$, $\infty<t<\infty$, does not exceed the value ${\gamma/{\sqrt a(\gamma={\text{const}}<1)}}$.
The necessary and sufficient conditions are found for the boundedness of mean values $Mu^2 (t),M[u(t)\dot u(t)]$ and $M\dot u^2 (t)$.
Received: 30.11.1961
Citation:
G. Ya. Lyubarskii, Yu. L. Rabotnikov, “On the Theory of Differential Equations with Random Coenfficients”, Teor. Veroyatnost. i Primenen., 8:3 (1963), 309–318; Theory Probab. Appl., 8:3 (1963), 290–298
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Abstract page: | 138 | Full-text PDF : | 62 |
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