This article is cited in 1 paper

PHYSICS AND MATHEMATICS

The mathematical expectation of a solution of the stochastic differential equation with uniformly distributed random coefficient

M. M. Borovikova

Russian Air Force Military Educational and Scientific Center of the "N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy", Voronezh

Abstract: The article considers an initial-value problem for the second-order differential equation with random coefficients. The solution of this problem is a stochastic process. Formula for the mathematical expectation of a solution is obtained for uniformly distributed random coefficient.

Keywords: mathematical expectation, equation with random coefficients, uniform distribution.