Abstract
The stability of the zero solution of a first-order linear differential equation with a random right-hand side is investigated using moment equations. Transformations of moment equations are considered. Conditions for reducing the order of the moment equations are derived.
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Translated from Vychislitel'naya i Prikladnaya Matematika, No. 61, pp. 119–126, 1987.
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Valeev, K.G., Sulima, I.M. Stability in mean square of a linear stochastic differential equation. J Math Sci 63, 500–506 (1993). https://doi.org/10.1007/BF01849539
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DOI: https://doi.org/10.1007/BF01849539