Iterative procedure for analysis of linear dynamical stochastic systems with fluctuating parameters

An iterative procedure for the analysis of linear dynamical stochastic systems with fluctuating parameters is described. We propose an algorithm for obtaining an ensemble-averaged solution of a dynamical equation with arbitrary fluctuation statistics. Institute of Applied Optics, Belarus Academy of Sciences, Mogilev, Belarus. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 40, No. 11, pp. 1448–1452, November, 1997.