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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2010 Volume 87, Issue 3, Pages 359–368 (Mi mzm8673)

This article is cited 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

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.

UDC: 517.926

Received: 06.03.2009
Revised: 08.05.2009

DOI: 10.4213/mzm8673


 English version:
Mathematical Notes, 2010, 87:3, 336–344

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© Steklov Math. Inst. of RAS, 2025