On a system of differential equations with random parameters

DOI10.1007/S10958-024-07239-1MaRDI QIDQ6585728zbMATH OpenFDO

Authors V. G. Zadorozhnij, G. S. Tihomirov

Publication date 12 August 2024

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-024-07239-1

zbMATH Keywords

explicit solutionlinear system of ordinary differential equations with random parameter and vector random right-hand sidemoment functionssystem of first-order linear partial differential equations

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05) Linear first-order PDEs (35F05)

Recommendations

• The Expectation of a Solution of a Linear System of Differential Equations with Random Coefficients
• scientific article; zbMATH DE number 3913381
• Mathematical expectation of the solution of a stochastic multiplicatively perturbed system of differential equations
• Spectral theory of some matrix differential operators of mixed order
• On solution of first-order linear systems of partial differential equations

Cites work

• scientific article; zbMATH DE number 3162185 (Why is no real title available?)
• scientific article; zbMATH DE number 3168081 (Why is no real title available?)
• scientific article; zbMATH DE number 1940288 (Why is no real title available?)
• scientific article; zbMATH DE number 3201835 (Why is no real title available?)
• scientific article; zbMATH DE number 3339874 (Why is no real title available?)
• Stochastic systems

Cited in

(2)

• On solution of first-order linear systems of partial differential equations
• Mathematical expectation of the solution of a stochastic multiplicatively perturbed system of differential equations

This page was built for publication: On a system of differential equations with random parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6585728)