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Stability of Riccati's Equation with Random Stationary Coefficients

✍ Scribed by S. Fakhfakh


Publisher
Springer
Year
1999
Tongue
English
Weight
159 KB
Volume
40
Category
Article
ISSN
0095-4616

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White-noise perturbations of second-order differential equations are studied. The method of detailed balance is used to obtain stationary solutions of the Fokker-Planck equation. This method is applied to several types of random differential equations both with additive and parametric noises. Statio