摘要:The paper deals with systems of linear differential equations with coefficients depending on the Markov process. Equations for particular density and the moment equations for given systems are derived and used in the investigation of solvability of initial problems and stability. Results are illustrated by examples. MSC:34K50, 60H10, 60H30, 65C30.
关键词:stochastic systems ; Markov process ; moment equations ; solvability ; stability