K.B. MANSIMOV, R.O. MASTALIYEV
INTEGRAL REPRESENTATION OF THE SOLUTION TO LINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
The problem of obtaining an explicit representation of solutions to linear stochastic delay equations is solved. The solution is represented by the Cauchy integral formula.
Keywords: linear stochastic delay equation, Cauchy matrix, method of variation of constants, solution representation
INTEGRAL REPRESENTATION OF THE SOLUTION TO LINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
The problem of obtaining an explicit representation of solutions to linear stochastic delay equations is solved. The solution is represented by the Cauchy integral formula.
Keywords: linear stochastic delay equation, Cauchy matrix, method of variation of constants, solution representation