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Stability of solutions of a system of linear differential equations with periodic stochastic coefficients
Authors:K G Valeev  I M Sulima
Institution:(1) Kiev Institute of National Economy and Ukrainian Agricultural Academy, USSR
Abstract:Systems of equations for first and second moments are investigated and transformed. Stability of solutions of a first-order linear differential equations is analyzed. Stability of solutions of the stochastic Mathieu equation is investigated and the boundaries of the instability region are determined.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 119–126, 1986.
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