Abstract:
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.
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