On the problem of finding a bounded solution of unstable differential equation (Q2358646)

In this paper, the authors consider the following system of differential equations \[ \dot {x} = Ax + b\xi(t),\tag{1} \] where \(x \in \mathbb R^n\), \(t \in [0,\infty )\), \(A\) is a \(n \times n\) matrix, \(b \in \mathbb R^n\), and \(\xi (t)\) is a function bounded on the semi-axis, that is, \(\left| {\xi (t)} \right| \leq \xi _0\). The problem of finding the unique bounded solution of an unstable differential equation is considered. The properties of the problem and possible approaches to its solution are discussed.