ON A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION WITH MEAN DERIVATIVES SATISFYING THE RANK-DEGREE CONDITION

Mikhail Yu. Ryazantsev

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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References


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