Geodesic
On a stochastic algebraic-differential equation with mean derivatives satisfying the rank-degree condition
Journal of computational and engineering mathematics, Tome 11 (2024) no. 1, pp. 11-16

Voir la notice de l'article provenant de la source Math-Net.Ru

We investigate a stochastic second order algebraic-differential equation with mean derivatives whose matrix pencil is regular and satisfies the rank-degree condition. This equation is modelling dynamically distorted signals in an electronic devise so that the quantum effects are taken into account that turn the deterministic incoming signal into a stochastic process. We prove the existence of solution of this equation.
Keywords: mean derivative, second order stochastic differential equations, stochastic algebraic-differential equations. 
@article{JCEM_2024_11_1_a1,
     author = {M. Yu. Ryazantsev},
     title = {On a stochastic algebraic-differential equation with mean derivatives satisfying the rank-degree condition},
     journal = {Journal of computational and engineering mathematics},
     pages = {11--16},
     publisher = {mathdoc},
     volume = {11},
     number = {1},
     year = {2024},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/JCEM_2024_11_1_a1/}
}
TY  - JOUR
AU  - M. Yu. Ryazantsev
TI  - On a stochastic algebraic-differential equation with mean derivatives satisfying the rank-degree condition
JO  - Journal of computational and engineering mathematics
PY  - 2024
SP  - 11
EP  - 16
VL  - 11
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/JCEM_2024_11_1_a1/
LA  - en
ID  - JCEM_2024_11_1_a1
ER  - 
%0 Journal Article
%A M. Yu. Ryazantsev
%T On a stochastic algebraic-differential equation with mean derivatives satisfying the rank-degree condition
%J Journal of computational and engineering mathematics
%D 2024
%P 11-16
%V 11
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/JCEM_2024_11_1_a1/
%G en
%F JCEM_2024_11_1_a1
M. Yu. Ryazantsev. On a stochastic algebraic-differential equation with mean derivatives satisfying the rank-degree condition. Journal of computational and engineering mathematics, Tome 11 (2024) no. 1, pp. 11-16. http://geodesic.mathdoc.fr/item/JCEM_2024_11_1_a1/