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Applicable Analysis
An International Journal
Volume 94, 2015 - Issue 8
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Articles

Stochastic Leontieff type equations with non-constant coefficients

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Pages 1614-1623 | Received 12 Jun 2014, Accepted 27 Jun 2014, Published online: 25 Jul 2014
 

Abstract

Leontieff type equation is a differential-algebraic equation arising, in particular, in description of dynamically distorted signal in a radio device. In investigation of the signals, it is necessary to take into account noise that requires consideration of stochastic version of Leontieff type equations. For those equations, we apply the machinery of the so-called Nelson’s mean derivatives (more exactly, symmetric mean derivatives that is a natural analogue of physical velocity of deterministic processes) and obtain formulae of solutions in the case of non-constant coefficients of equations.

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Acknowledgements

 

Notes

The research is supported in part by RFBR Grants 12-01-00183-a and 13-01-00041-a.

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