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Meždunarodnyj naučno-issledovatel'skij žurnal, 2015, , Issue 3-1(34), Pages 4–6 (Mi irj211)  
This article is cited in 1 scientific paper (total in 1 paper)

PHYSICS AND MATHEMATICS

The mathematical expectation of a solution of the stochastic differential equation with uniformly distributed random coefficient

M. M. Borovikova

Russian Air Force Military Educational and Scientific Center of the "N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy", Voronezh
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Abstract: The article considers an initial-value problem for the second-order differential equation with random coefficients. The solution of this problem is a stochastic process. Formula for the mathematical expectation of a solution is obtained for uniformly distributed random coefficient.
Keywords: mathematical expectation, equation with random coefficients, uniform distribution.
Document Type: Article
Language: Russian
Citation: M. M. Borovikova, “The mathematical expectation of a solution of the stochastic differential equation with uniformly distributed random coefficient”, Meždunar. nauč.-issled. žurn., 2015, no. 3-1(34), 4–6
Citation in format AMSBIB
\Bibitem{Bor15}
\by M.~M.~Borovikova
\paper The mathematical expectation of a solution of the stochastic differential equation with uniformly distributed random coefficient
\jour Me{\v z}dunar. nau{\v{c}}.-issled. {\v z}urn.
\yr 2015
\issue 3-1(34)
\pages 4--6
\mathnet{http://mi.mathnet.ru/irj211}
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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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