How does one go about dealing with a linear differential equation with random but constant coefficients (e.g. X''(t) + A*X'(t) + B*X(t) = 0 where A and B are random variables, but are constant with time)? I've searched for things like random differential equations and stochastic differential equations, but I always seem to find cases where the coefficients are noise processes, which is well above my head. Is there some way to take a differential equation like the one I mentioned above and extract everything there is to know about the "randomness" of X(t)?(adsbygoogle = window.adsbygoogle || []).push({});

(Sorry for completely rewriting this post, but I think my original question was not a very good one)

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# Random Differential Equations

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