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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1963 Volume 8, Issue 3, Pages 309–318 (Mi tvp4678)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1963, 8:3, 290–298


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