Second-order moment equations for a system of differential equations with random right-hand side

We present a method for the derivation of second-order moment equations for solutions of a system of nonlinear equations that depends on a finite-valued semi-Markov or Markov process. For systems of linear differential equations with random coefficients, the case where the inhomogeneous part contains white noise is considered.Translated from Ukrainskyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 687–690, May, 2004.