For citation:
Muzychuk O. V. Non - stationary probability characteristics of Ferhulst stochastic equation. Izvestiya VUZ. Applied Nonlinear Dynamics, 1996, vol. 4, iss. 3, pp. 25-30.
Non - stationary probability characteristics of Ferhulst stochastic equation
Well-known in a series of applications Ferhulst equations with random parameters variations are considered. Non-stationary probability characteristics of the solution (in basis - the inverted moments of the population number N) are investigated. Closed linear equations for this moments have been obtained not only for delta-correlated parameters fluctuations. Exact solutions for relaxation of quantity (S)=(1/N) in the case of Markoff Gaussian parameters fluctuation are obtained as the solutions for mean-square characteristics for «telegraph» random influence. Dependence of these characteristics оп paramneters fluctuations intensity and correlation scale are inverstigated. The possibility of approximate finding of connected quantities for populations number moments is discussed.
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