Geodesic
Tensor Approach to the Problem of Averaging Differential Equations with $\delta$-Correlated Random Coefficients
Matematičeskie zametki, Tome 87 (2010) no. 3, pp. 359-368

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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, statistical moments, linearizing tensor, random, random process, renewal interval, central limit theorem.
Mots-clés : random coefficients 
@article{MZM_2010_87_3_a3,
     author = {D. A. Grachev},
     title = {Tensor {Approach} to the {Problem} of {Averaging} {Differential} {Equations} with $\delta${-Correlated} {Random} {Coefficients}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {359--368},
     publisher = {mathdoc},
     volume = {87},
     number = {3},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2010_87_3_a3/}
}
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D. A. Grachev. Tensor Approach to the Problem of Averaging Differential Equations with $\delta$-Correlated Random Coefficients. Matematičeskie zametki, Tome 87 (2010) no. 3, pp. 359-368. http://geodesic.mathdoc.fr/item/MZM_2010_87_3_a3/