( )

..

2009
1

 519.21

... :
/ . , 2009, 60 .

,
, .
, .
.

. 26, . - 9 .

: 210400, 210300, 210200

: -, ..
-, ..

-
.

, 2009


1.
1.1.
....................4
1.2.
....................5
1.3. .....7
1.4. 10
2.
2.1. ...11
2.2. 12
2.3. ............13
2.4. .......15
2.5. ...........19
2.6. ......22
3.
3.1. ...25
3.2.
..................28
3.3.
.............31
3.4.
..........33
3.5. .......39
4.

4.1. .......42
4.2. .43
4.3.
................48
4.4. ............49
4.5. ....................53
5. ...............56
.........................58
.....................59

 1.
1.1.
( ) X (t )
t , t .
, ,
( )
, .
: , , , (), , ,
, . , , ,
:
, , .. t.
- , X (t ) , n . i -
, xi (t ) , X (t ) .
x1 (t ), x 2 (t ),..., x n (t ) ( ) ,

X (t ) .
t ( ), xi (t ) -
, X (t ) ( ).
t X (t ) , X (t ) .

. 1.
4

 .1 .2 , .

. 2.
, t t1 , t 2 ,..., t k ,... , X (t ) , X (t1 ) , X (t 2 ),.., X (t k ),... . , ,
t k k t ,
t .

, . , ,
t k
t k 1 , t1, , t 2 ,..., t k 2 .
() , t S,
1 , 2 , :
X (t ) S (t ;1 , 2 ,...)
(1.1)
, ,
( ).
1.2.
.
n n X (t ) , .3 x1 (t ), x2 (t ),..., xn (t ) .
() t . , , t t1 ,
5

 X (t ) X 1 X (t1 ) , x1 (t1 ), x2 (t1 ),..., xn (t1 ) . X 1

X (t ) t1 . ,
F ( x1 ; t1 ) P{ X (t1 ) x1 }

F ( x1 ; t1 )
f ( x1 ; t1 )
, t1 .
x1

.3
, M [ X (t1 )] D X (t1 ) X (t ) t1 . ,
t1 , 1
:

M [ X (t )] m x (t ) x f ( x; t )dx

(1.2)

D[ X (t )] D x (t ) M [ X (t ) m x (t )]2 [ X (t ) m x (t )]2 f ( x; t )dx

(1.3)

, m x (t ) D x (t )
X (t ) ,
t . m x (t )

6

 ( .3 ), D x (t ) m x (t ) .
x (t ) ,

x (t ) D x (t ) ,

(1.4)

t .
1.3.


, X (t ) , ,
. , , X 1 (t ) X 2 (t ) , .4 .5 , , . ,
, .

.4

.5

X (t ) t1 t 2 (.3), X 1 X (t1 ), X 2 X (t 2 )
f ( x1 , x 2 ; t1 , t 2 ) , X 1 , X 2 :

K X1X 2 (t1 , t 2 ) ( x1 m x (t1 ))( x2 m x (t 2 )) f ( x1 , x 2 ; t1 , t 2 )dx1dx2

(1.5)

,
t1 t 2 ,
. (
7

 ) X (t )
K x (t1 , t 2 ) .
(1.5) :

(1.6)
K x (t1 , t 2 ) M X (t1 ) m x (t1 ) X (t 2 ) m x (t 2 ) M X (t1 ) X (t 2 ) ,

X (t1 ) X (t1 ) m x (t1 ), X (t 2 ) X (t 2 ) m x (t 2 ) - X (t ) t1 t 2 .

t1 t 2 t :
2

K x (t , t ) M X (t ) m x (t ) D x (t ) ,
(1.7)

. , .

:
1. K x (t1 , t 2 ) K x (t 2 , t1 ) - .

. 6.
, , , ,
t1 , t 2 (.6). -

 K x (t1 , t 2 ) , t1 t 2 t ,
K x (t , t ) D x (t ) t .
2. K x (t , t ) K x (t , t ) K x (t , t ) , ,

(t , t )


,
t1 , t 2 (.7).

.

7.
3. K x (t1 , t 2 ) (t1 ) (t 2 ) dt1 dt 2 0 (t ) BB

B ( ).
K x (t1 , t 2 ) , X (t ) , ( ) rx (t1 , t 2 ) :
rx (t1 , t 2 )

K x (t1 , t 2 )
K x (t1 , t1 ) K x (t 2 , t 2 )

K x (t1 , t 2 )
,
x (t1 ) x (t 2 )

(1.8)

1, 1 rx 1 .
, X (t ) n 2 t ,
n X (t1 ), X (t 2 ),..., X (t n ) ,
n - f ( x1 , x 2 ,..., x n ; t1 , t 2 ,..., t n ) , n t1 , t 2 ,..., t n .

, .
, ,
.

1.4.
X (t )
Y (t ) t1 t 2 :

K x y (t1 , t 2 ) x m x (t1 ) y m y (t 2 ) f ( x, y; t1 , t 2 )dxdy

= M X (t1 ) m x (t1 ) Y (t 2 ) m y (t 2 ) M X (t1 ) Y (t 2 ) ,

(1.9)

m x (t1 ), m y (t 2 ) - X (t ) Y (t )
t1 t 2 ; f ( x, y; t1 , t 2 ) -
X (t1 ) Y (t 2 ) X (t ) Y (t ) t1 t 2 ,

; X (t1 ) X (t1 ) m x (t1 ), Y (t 2 ) Y (t 2 ) m y (t 2 ) - X (t ) Y (t ) t1 t 2 .

X (t ) Y (t ) ,
.
X (t ) Y (t ) ,
K x y (t1 , t 2 ) t1 t 2 : K x y (t1 , t 2 ) 0 .

X (t ) Y (t )
t1 t 2 :
rx y (t1 , t 2 )

K x y (t1 , t 2 )
K x (t1 , t1 ) K y (t 2 , t 2 )

K x y (t1 , t 2 )

x (t1 ) y (t 2 )

(1.10)

x (t1 ), y (t 2 ) - X (t ) Y (t )
t1 t 2 , ; rx y (t1 , t 2 ) 1 .
(1.9), , ,
: K y x (t1 , t 2 ) = K x y (t 2 , t1 ) .
, Y (t ) ,
V , (1.9)
X (t ) V ,
t :
K x v (t ) K v x (t ) M X (t ) m x (t )V mv .

10

(1.11)

 2.
2.1.
Y (t ) ,
X (t ) (t ) :
(2.1)
Y (t ) = X (t ) + (t )
[2] ,
Y (t )
t :
M Y (t ) M X (t ) (t ) M X (t ) M (t ).
, M (t ) (t ) (t ) , :
m y (t ) M X (t ) (t ) m x (t ) (t ) .
(2.2)
, .

, X (t ) X (t ) m x (t )
:

M X (t ) M X (t ) m x (t ) m x (t ) m x (t ) 0

Y (t ) :

K y (t1 , t 2 ) M Y (t1 ) m y (t1 ) Y (t 2 ) m y (t 2 )

= M X (t1 ) (t1 ) m x (t1 ) (t1 ) X (t 2 ) (t 2 ) m x (t 2 ) (t 2 ) =

= M X (t1 ) m x (t1 ) X (t 2 ) m x (t 2 ) K x (t1 , t 2 ) .
(2.3)

, .
, :
D y (t ) K y (t , t ) K x (t , t ) D x (t ) .
(2.4)
, , :
K (t1 , t 2 ) K X (t1 , t 2 ) , D (t ) D x (t ).
X

, ,
.
11

 1. X (t ) m x (t ) t ,
D x (t ) x2 (t ) t 2 :
2

x t
1

f ( x; t )
e 2t2
2 t
,
Y (t ) X (t ) (t ) , (t ) 2 t .
. (2.2) (2.4),
m y (t ) t 2 t 3 t , D y (t ) D x (t ) t 2 y2 (t ); y (t ) t .
,
Y (t ) , :
y 3 t 2
1

f ( y; t )
e 2t2
2 t

2.2.
X (t ) (t ) :
(2.5)
Y (t ) X (t ) (t )
, Y (t ) ,
.
m y (t ) M X (t ) (t ) (t ) M X (t ) (t ) m x (t ) ,
(2.6)
(t ) ()
.
, .

K y (t1 , t 2 ) M Y (t1 ) m y (t1 ) Y (t 2 ) m y (t 2 )

= M (t1 ) X (t1 ) (t1 ) m x (t1 ) (t 2 ) X (t 2 ) (t 2 ) m x (t 2 =

= M (t1 ) (t 2 ) X (t1 ) m x t1 ) X (t 2 ) m x (t 2 ) (t1 ) (t 2 ) K x (t1 , t 2 )
(2.7)
, t1 t 2 .
,
t :
D y (t ) K y (t , t ) 2 (t ) x2 (t )
(2.8)
12

 , X (t ) t ,
V mv Dv ,
Y (t ) :
Y (t ) V (t ) ,
(2.9)
:
m y (t ) mv (t ); D y (t ) Dv 2 (t );
(2.10)
K y (t1 , t 2 ) K v (t1 , t 2 ) (t1 ) (t 2 ) Dv (t1 ) (t 2 ) .
,
:

K v (t1 , t 2 ) M V (t1 ) V (t 2 ) M V Dv .
(2.11)

2.
Y (t ) a (t ) X (t ) b (t ) , a (t ), b (t ) - ,
K x (t1 , t 2 ) m x (t ) .
. (2.1)-(2.8) :
m y (t ) M a (t ) X (t ) b(t ) M a (t ) X (t ) M b(t ) a (t )m x (t ) b(t )
K y (t1 , t 2 ) M a (t1 ) X (t1 ) b(t1 ) a (t1 )m x (t1 ) b(t1 )
a (t 2 ) X (t 2 ) b(t 2 ) a (t 2 )m x (t 2 ) b(t 2 ) =

M a (t1 )a (t 2 ) X (t1 ) m x (t1 ) X (t 2 ) m x (t 2 ) = a (t1 )a (t 2 ) M X (t1 ) X (t 2 ) =

2
a (t1 ) a (t 2 ) K x (t1 , t 2 ); D y (t ) K y (t , t ) a (t ) D x (t ).
3. X (t ) X (t ) V cos t ,
V - mv 2; v 3, -
. X (t ) .
. X (t ) (2.9),
(t ) cos t . (2.10) :

m x (t ) 2 cos t ; D x (t ) 9 cos 2 t ; K x (t1 , t 2 ) 9 cos t1 cos t 2 .

2.3.
X (t ) Y (t ) ,
t :
(2.12)
Z (t ) X (t ) Y (t )
m x (t ), m y (t ) ,
K x (t1 , t 2 ), K y (t1 , t 2 ) K xy (t1 , t 2 )
X (t ) Y (t ) . m z (t )
K z (t1 , t 2 ) Z (t ).
13

 ,
m z (t ) = m x (t ) m y (t ) ,
(2.13)
.
(2.12),

Z (t ) , X (t ) , Y (t ) :

Z (t ) m x (t ) X (t ) m x (t ) Y (t ) m y (t ), Z (t ) X (t ) Y (t ) .
,

K z (t1 , t 2 ) M Z (t1 ) Z (t 2 ) M X (t1 ) Y (t1 ) X (t 2 ) Y (t 2 ) =

M X (t1 ) X (t 2 ) M Y (t1 ) Y (t 2 ) M X (t1 ) Y (t 2 ) M Y (t1 ) X (t 2 )

= K x (t1 , t 2 ) K y (t1 , t 2 ) K x y (t1 , t 2 ) K yx (t1 , t 2 ).

(2.14)

K y x (t1 , t 2 ) = K x y (t 2 , t1 ) , Z (t ) :
D z (t ) K z (t , t ) D x (t ) D y (t ) 2 K x y (t , t )
(2.15)
X (t ) Y (t ) ,
K x y (t1 , t 2 ) 0 , :
K z (t1 , t 2 ) K x (t1 , t 2 ) K y (t1 , t 2 ); D z (t ) D x (t ) D y (t ) .

(2.16)

, .
X (t ) V :
Z (t ) X (t ) V
Z (t ) X (t )
V . , Z (t ) :
m z (t ) m x (t ) mv
(2.14) (2.11), Z (t ) :
K z (t1 , t 2 ) K x (t1 , t 2 ) Dv 2 K x v (t ) .
Z (t ) :
D z (t ) K z (t , t ) D x (t ) Dv 2 K x v (t ) .
X (t ) V , t K x v (t ) 0 ,
K z (t1 , t 2 ) K x (t1 , t 2 ) Dv ; D z (t ) D x (t ) Dv .
14

 4. : Z (t ) U e t V e t . U V mu a; mv b; Du p; ;
Dv q; K u v r , - .
Z (t ) : m z (t ), D z (t ), K z (t1 , t 2 ) .
. Z (t ) X (t ) = U e t Y (t ) V e t . (2.13), (2.14)
(2.10) :
t
t
m z (t ) m x (t ) m y (t ) M U e M V e e t M U e t M V

= mu e t mv e t a e t b e t ;
K z (t1 , t 2 ) K x (t1 , t 2 ) K y (t1 , t 2 ) K xy (t1 , t 2 ) K xy (t 2 , t1 ) ;
K x (t1 , t 2 ) Du e (t1 t2 ) pe (t1 t2 ) ;
K y (t1 , t 2 ) Dv e (t1 t2 ) qe (t1 t2 ) ;

K xy (t1 , t 2 ) M X (t1 ) m x (t 1 ) Y (t 2 ) m y (t 2 )

M (Ue t1 mu e t1 ) (Ve t2 mv e t2 ) M e t1 (U mu )e t2 (V mv )

=e

t1

t2

M U mu V mv e

( t1 t2 )

K uv re

( t1 t 2 )

K xy (t 2 , t1 ) r e ( t2 t1 ) .
K z (t1 , t 2 ) p e

(t1 t 2 )

qe

( t1 t2 )

( t 2 t1 )
r e
e

2 r e ( ) t .

(t1 t2 )

D z (t ) K z (t , t ) p e 2 t q e 2 t

2.4.
,
, , t X (t ) t X (t t ) X (t )

, t 0
t
[1].

, Y (t )
X (t ) , :
:

15

2
X (t t ) X (t )
lim M
Y (t ) 0
(2.17)
t 0
t

, X (t )
(limit in mean)
:
X (t t ) X (t )
Y (t ) l.i.m.
.
t 0
t
:
dX (t )
(2.18)
Y (t )
X (t ).
dt
[1], m y (t ) -

K y (t1 , t 2 ) X (t ) , (2.17), :
2 K x (t1 , t 2 )
m x (t ) m y (t ) m x (t ) ; K x (t1 , t 2 ) K y (t1 , t 2 )
.
(2.19)
t1t 2
, ,
.
d
M Y (t ) M X (t ) M X (t ) mx (t ) ,
dt

m y (t ) mx (t ) .
(2.18), :

d
Y (t ) X (t )
(2.20)
dt
, Y (t ) :

K y (t1 , t 2 ) M Y (t1 ) Y (t 2 ) .

Y (t1 ) Y (t 2 ) t1 ,t 2 (2.20)
, :

d X (t1 ) d X (t 2 )
X (t1 ) X (t 2 )
2

K y (t1 , t 2 ) M

M X (t1 ) X (t 2 )
dt1

t1t 2
dt 2
t1 t 2

2
=
K x (t1 , t 2 ).
t1t 2

16



(2.19), , .
,
,
.
X (t ) :
1) m x (t )
X (t ) ;
2)
2 K x (t1 , t 2 )
t1 ,t 2 .
t1t 2
: t1 t 2 .
5. ,
X (t ) V (t ) , V - mv , Dv , (t ) - .
. (2.19), Y (t ) X (t ) :
2 K x (t1 , t 2 )
.
m y (t ) mx (t ); K y (t1 , t 2 )
t1t 2
X (t )
(2.10):
K x (t1 , t 2 ) Dv (t1 ) (t 2 ) .

m x (t ) mv (t );

m y (t ) mv (t ) mv (t ) ,
(t1 ) (t 2 )
2
K y (t1 , t 2 )
Dv (t1 ) (t 2 ) Dv
,
t1t 2
t1
t 2

(t )
.
D y (t ) K y (t , t ) Dv
(2.21)

, , X (t ) V (t ) V ,
, : Y (t ) X (t ) V (t ) .
17

, :
m y (t ) M V (t ) (t ) M V mv (t ),

K y (t1 , t 2 ) M Y (t1 )Y (t 2 ) M V (t1 ) mv (t1 )V (t 2 ) mv (t 2 )

(t1 ) (t 2 )
.
(t1 ) (t 2 ) M V mv 2 Dv
t1
t 2
, X (t ) V t b, V - , b - ,
Y (t ) X (t ) V , m y mv const, D y Dv const.

6. X (t ) V cos t , V - mv 2; v 3 ,
Y (t ) X (t ) .
. 1. 3 (2.19):

m y 2 cos t 2 sin t ;
2 9 cos t1 cos t 2
K y (t1 , t 2 )
9 2 sin t1 sin t 2;
t1 t 2
D y (t ) K y (t , t ) 9 2 sin 2 t.

2. (2.21)
X (t ) V (t ) , (t ) cos t :

m y (t ) mv cos t 2 sin t ;
/

K y (t1 , t 2 ) Dv cos t1 t1 cos t 2 t2 v2 2 sin t1 sin t 2 9 2 sin t1 sin t 2 ;

2

cos t
D y (t ) Dv
9 2 sin 2 t.

7. X (t ) m x (t ) 3 t 2 1 2

K x (t 1 , t 2 ) e (t2 t1 ) . , Y (t ) X (t )
.

. m y 3t 2 1 6t;

2 K x (t1, t2 )
2 (t 2 t1 ) 2
(t 2 t1 ) 2
K y (t1, t2 )

e
2 (t2 t1 )
t1t2
t1t2
t2
18

2
2
2
2 e (t2 t1 ) 2 (t 2 t1 ) 2 e (t2 t1 ) 2 e (t2 t1 ) 1 2 (t 2 t1 ) 2 ;

D y K y (t , t ) 2 .

2.5.
X (t ) t

Y (t ) X ( )d , 0

:
t

Y (t ) X ( )d
0

l.i.m.

X ( k ) k

(2.22)

n
k 1
max k 0

Y (t ) :
2
n
lim M X ( k ) k Y (t ) 0
n
k 1

max k 0

(2.23)

[1], (2.23), X (t ) ,
:
1) m x (t ) X (t ) ,
2)
K x (t1 , t 2 ) X (t ) .
m y (t ) ,
t

K y (t1 , t 2 ) D y (t ) Y (t ) X ( )d 0

:
t

m y (t ) m x ( )d ,
0

t1 t2

K y (t1 , t 2 ) K x ( 1 , 2 ) d 1d 2 ,
00

t t

D y (t ) K y (t , t ) K x ( 1 , 2 )d 1d 2 .

(2.24)

00

(2.24) , ,

. , :
19

t
t
t
M Y (t ) M X ( )d M X ( )d m x ( )d ,
0
0
0

:
t

m y (t ) m x ( )d
0

K y (t1 , t 2 ) M Y (t1 ) Y (t 2 ) M Y (t1 ) m y (t1 ) Y (t 2 ) m y (t 2 )

t1
t2
t1
t2

M X ( 1 )d 1 m x ( 1 )d 1 X ( 2 )d 2 m x ( 2 )d 2
0
0
0

0
t2
t1 t2

t1

M X ( 1 ) m x ( 1 )d 1 X ( 2 ) m x ( 2 )d 2 M X ( 1 ) X ( 2 )d 1d 2
0
0 0
0

t1 t 2
t1 t2

M X ( 1 ) X ( 2 ) d 1 d 2 K x ( 1 , 2 ) d 1 d 2 .

0 0
0 0

,
t1 t2

K y (t1 , t 2 ) K x ( 1 , 2 ) d 1d 2
00

[1]
(2.24), .
8. , X (t ) V (t ) ,
V - mv , Dv , (t ) - .
. (2.24) (2.10):
t

m y (t ) m x ( )d mv ( )d mv ( ) d ;
0
t1 t2

t1 t2

t1 t2

K y (t1 , t 2 ) K x ( 1 , 2 ) d 1d 2 Dv ( 1 ) ( 2 ) d 1 d 2 Dv ( 1 ) ( 2 )d 1 d 2 ;
00

00

00

D y (t ) K y (t , t ) Dv ( )d
(2.25)
0

, , V ,
, :

20

Y (t ) V ( )d V ( )d .
0

(2.26)

( )d
0

,
.
t
t
t

m y (t ) M (V ( )d ) ( )d M V mv ( )d ,
0
0
0

K y (t1 , t2 ) M Y (t1 ) Y (t2 )

t1
t2
t1
t2

M V ( 1 )d 1 mv ( 1 )d 1 V ( 2 )d 2 mv ( 2 )d 2
0
0
0
0

t1

t2

t1 t 2

00

M V mv 2 ( 1 )d 1 ( 2 ) d 2 Dv 1 ) ( 2 )d 1 d 2 .

9.
X (t ) = U e t , U - mu , Du ,
t

- . Y (t ) X ( )d 0

.
. (2.25) :
t
t
m
m
m y (t ) mu e d u e u (e t 1) ,

0
t1

K y (t1 , t 2 ) Du e

D y (t ) K y (t , t )

Du

t2

Du

d 1 e 2 d 2

(e t1 1)(e t2 1),

(e t 1) 2 .

10. X (t ) : mx (t ) 0;
1
K x (t1 , t 2 )
.
1 (t 2 t1 ) 2
t

Y (t ) X ( )d .
0

.
t1 t 2

m y (t ) m x ( )d 0
0
t1

t 2
t1 t 2

d 2
K y (t1, t2 ) K x (1, 2 )1d 2 d1 K x (1, 2 )d 2
d
2 1
1

)
00
0
2
1
0
00
21

t1

arctg ( 2 1 ) arctg ( 1 )d 1 t1arctg t1 t 2 arctg t 2 (t1 t 2 )arctg (t1 t 2 )

0
2

1 (1 t1 )(1 t 2 )
ln
;
2
1 (t1 t 2 ) 2

D y (t ) K y (t , t ) 2t arctgt ln(1 t 2 ).

2.6. .
X (t )

X ( t ) m x ( t ) V k k ( t ) ,

(2.27)

k 1

m x (t ) M X (t ) - X (t ) ,
V1 , V2 ,..., Vk ,... - ,
mvi 0
Dv1 , Dv2 ,..., Dvk ; 1 (t ), 2 (t ),... k (t ) - t :

M Vk mvk 0,

DVk Dvk , K vi v j M ViV j 0; i, j 1,2,..., k ,..., i j

, Vk k (t ) Yk (t ) .

X (t ) m x (t ) X (t ) m x (t ) m x (t ) X (t ) ,
(2.27)

X (t ) :

X (t ) Vk k (t ) .

(2.28)

k 1

V1 , V2 ,..., Vk ,...
, 1 (t ), 2 (t ),... k (t ) - . , .
X (t ) , (2.27). t
(2.27)
V1 , V2 ,..., Vk ,... , X (t )
:

M X (t ) m x (t ) M Vk k (t ) m x (t ) .
k 1

22

(2.29)

 X (t ) :

K x (t1 , t 2 ) M X (t1 ) X (t 2 ) M Vi i (t1 ) V j j (t 2 )

j 1

i 1

M ViV j i (t1 ) j (t 2 ) i (t1 ) j (t 2 ) M Vi V j ,

i 1 j 1

i 1 j 1

(i, j ) .

i j M Vi V j 0 , Vi V j .

i j M Vi V j M Vi 2 Dvi . , X (t ) ,
(2.27), :

K x (t1 , t 2 ) i (t1 ) i (t 2 ) Dvi

(2.30)

i 1

t1 t 2 X (t ) :

D x (t ) K x (t , t ) i2 (t ) Dvi .

(2.31)

i 1

X (t ) ,
(2.27), :

K x (t1 , t 2 )

i (t1 ) i (t 2 ) Dvi
i 1

(2.32)

2
2
i (t1 ) Dvi j (t 2 ) Dv j
i 1
j 1

(2.30) (2.31) X (t ) X (t ) , . [1],

X (t )
(2.30),
rx (t1 , t 2 )

D x (t1 ) D x (t 2 )

X (t ) (2.28).
, t
k (t ) , .
, , () X (t ) , , ()
:
23

Y (t ) X (t ) m x (t ) Vk k (t ),
k 1

Z (t ) X ( ) d m x ( ) d Vk k ( ) d .
0

k 1

, (2.19),(2.24),(2.29-2.31),
Y (t ) Z (t ) :

m y (t ) M X (t ) m x (t ); K y (t1 , t 2 ) k (t1 ) k (t 2 ) Dvk ;

k 1

D y (t ) k (t ) Dvk ;

(2.33)

k 1

t
t
m z (t ) M X ( )d m x ( )d ,
0
0

t1

t2

K z (t1 , t 2 ) Dvk k ( 1 )d 1 k ( 2 ) d 2 ;
k 1

D z (t ) Dvk k ( ) d .
k 1
0

(2.34)

11. X (t ) t V1 cos t V 2 sin t , V1

V2 - , , D(V1 ) D (V2 ) 2 .
X (t ) .
. , M X (t ) M t t . K x (t1 , t 2 ) , X (t ) ,
. (2.30)
K x (t1 , t 2 ) 1 (t1 )1 (t 2 ) D(V1 ) 2 (t1 ) 2 (t 2 ) D(V2 )
2(cos t1 cos t2 sin t1 sin t2 ) 2 cos (t2 t2 );
D x (t ) K x (t , t ) 2.

12. X (t ) 11 t

Y (t ) X (t ) Z (t ) X ( )d .
0

. (2.33), m y (t ) t 1;
24

K y (t1 , t 2 ) 2 sin t1 ( sin t 2 ) 2 cos t1 cos t 2

2 2 (sin t1 sin t 2 cos t1 cos t 2 ) 2 2 cos (t 2 t1 );

D y (t ) K y (t , t ) 2 2 .

(2.34),
t
t2
m z (t ) d ;
2
0
t1

t2

t1

t2

K z (t1 , t 2 ) D (V1 ) cos 1d 1 cos 2 d 2 D(V2 ) sin 1d 1 sin 2 d 21

0

sin t1 sin t 2 cos t1 cos t 2

2
D z (t ) K x (t , t )

cos (t 2 t1 );

3.
3.1.
,
.
,
. ( )
. : 1) ; 2) ; 3) ; 3)
.. . 8.
.8 ,
.

.8
25

.8

X (t ) , f ( x; t )
t ,
f ( x1 , x2 ; t1 , t 2 ) t 2 t1 :
f ( x, t ) f ( x);
f ( x1 , x 2 ; t1 , t 2 ) f ( x1 , x 2 ; t 2 t1 ) f ( x1 , x 2 ; )

(3.1)

(3.1) ,
1.2-1.5 :

M [ X (t )] m x (t ) x f ( x)dx m x const ,

(3.2)

D[ X (t )] M [ X (t ) m x (t )] 2 [ X (t ) m x ] 2 f ( x)dx D x const ;

(3.3)

K x (t1 , t 2 ) ( x1 m x )( x 2 m x ) f ( x1 , x 2 ; t 2 t1 )dx1 dx 2 K x (t 2 t1 ) K x ( ) (3.4)

, ,
t 2 t1 , . , ,
:
D x (t ) K x (t , t ) K x (0) D x .

K x (t1 , t 2 ) K x (t 2 , t1 ) X (t ) : K x (t2 t1 )
K x (t1 t 2 ) , K x ( ) K x ( ) ,
(.9). K x ( )
(

26

) rx ( )

K x ( )
, , 1, Dx

0 .
- 0
( .9).

.9

.9
13.
X (t ) t V1 cos t V2 sin t 11?

X (t ) ?
. X (t ) ,

K x (t1 , t 2 ) 2 cos (t 2 t 2 ) 2cos D x (t ) 2 const , m x t .

X (t ) X (t ) m x (t ) V1 cos t V2 sin t : m 0, K ( ) 2 cos , D 2 .

X

27

 14.
Y (t ) X (t ) V , V - mV ,
DV , X (t ) - , V ,
m x , D x , K x ( ) ?
. Y (t ) :
m y (t ) m x mV const,
K y (t1 , t2 ) K x ( ) DV K y ( ), Dy (t ) K y (0) Dx Dv const
Y (t ) ,
t 2 t1 , Y (t ) .
3.2. .
X (t ) :
Y (t ) X (t )

(2.19) (3.1), X (t ) :
M Y (t ) m X (t ) m x 0;

(3.5)

2
2 K x (t 2 t1 )
K x ( )
K x ( ) K x ( )
K X (t1 , t 2 )

(t 2 t1 )t1

t1t 2
t 2
t 2
2 ( ) t 2

2 K x ( ) (t 2 t1 )
2 K x ( )

.
t 2
2
2

D X (t ) K X (0)

2 K x ( )
2

D X const.

(3.6)

(3.7)

, , .
X (t ) ,
28

 X (t ) 0 , ,
(3.7), X (t ) . ,
.
t

Z (t ) X (t )dt 0

X (t ) .
(2.24) (3.1)

Z (t ) :
t

M [ Z (t )] m z (t ) m x dt m x t ;

(3.8)

0
t1 t 2

t1

t2 t

K z (t1 , t 2 ) K x (t t )dt dt dt K x ( )d ,
0 0

t '

t t , dt d .
t ,

(t1 ; t 2 )

(0; t 2 t1 ), (t 2 t1 ; t 2 ) (.10):

.10

29

(t1;0),

t1

t2 t1

t1

t2

t2 t1

K z (t1, t2 ) d K x ( )dt d K x ( )dt K x ( )dt

t1

t2 t1

t2

K x ( )(t1 )d t1K x ( )d (t2 ) K x ( )d

t1

t2 t1

t1

t2

t2 t1

(t1 ) K x ( )d (t 2 )K x ( )d (t 2 t1 )d .
0

K x ( ) K x ( ) ,

:
t1

t2

t 2 t1

K z (t1 , t 2 ) (t1 ) K x ( )d (t 2 )K x ( )d (t 2 t1 )d
0

(3.9)

t1 t 2 t , Z (t ) :
t

D z (t ) K z (t , t ) 2 (t ) K x ( )d ,

(3.10)

, , t . Z (t ) t1 t 2 . ,
,
.
15.
2 2

X (t ) : K x ( ) x2 e . dX (t )
Y (t )
.
dt
. (3.6) (3.7) :
K y (t1 , t 2 )

2 2
2 2
2 K x ( )
2

x2 e
2 x2 e ( 2 )
2
2

2 2

2 2

2 2 x2 e 2 e

1 2 ;
( 2 ) 2 e
2

2
x

2 2

D y K (0) 2 2 x2 .

16.
t

Z (t ) X ( )d t 20c ,
0

K x ( ) 2 e

, 2 10

2
2

1
, 0,1 .

30

 . (3.10), 0
t
t
t

D z (t ) 2 2 (t )e d 2 2 te d e d
0

0
0
t
1 t 2 2 t
t
2 2 e 0
e
2 (e 1).
2
0

, :
2
2 10 2
1
( e 0,1 20 1) 80c 2 ( e 2 1) 2270 2 .
D z (t 20 )
1
0,01 2
c

3.3.
.
K x ( ) ,
,
() T , T :
K x ( )

k
T

a0
a k cos k Dk cos k ,
2 k 1
k 0

(3.11)

, Dk :
a0 1 t
2t
D0
K x ( )d ; Dk a k K x ( ) cos k d , k 0 .
2 T0
T0

(3.12)

(3.11) t 2 t1 t1 t 2 , :
cos k cos k (t 2 t1 ) cos k t 2 cos k t1 sin k t 2 sin k t1 ;

K x (t 2 , t1 ) Dk ( cos k t 2 cos k t1 sin k t 2 sin k t1 ).

(3.13)

k 0

(3.13) (2.30), ,
(3.13) K x (t 2 , t1 ) ,
cos k t sin k t ,
1

.
T
[1], X (t ) ,
(2.27) U k , Vk ,
31

 Dk
(3.13). , :

X (t ) m x (t ) (U k cos k t V k sin k t ) ,

(3.14)

k 0

U k , Vk - , k :
DU k DVk Dk .

Dk (3.12).
(3.14) X (t ) (0, T ) . , U k , Vk
k
k
T
.

X (t )
Dk k .
,
,

(.11),
T
.

. 11.
X (t ) , (3.13), (2.31):

k 0

k 0

D x (t ) (cos 2 k t sin 2 k t ) Dk Dk

(3.15)

,
.

32

3.4.
.
t ,
(3.11)
T .
: 1

0 , , T
.

Dk
S x ( k ) :
D
D
(3.16)
S x ( k ) k k ,
1

k (. 12).

.12
T ( 0)
S x ( k )
S x ( ) ( 12):
Dk
S x ( )
0
lim

(3.17)

. 12
(3.11) (3.16) (3.17) :

Dk
(cos k ) S x ( ) cos d
0 k 0
0

K x ( ) lim

33

(3.18)

 S x ( )
X (t ) . (3.18), - .
, (3.16) (3.12), :
S x ( k )

Dk Dk
2T

T K x ( ) cos k d .

0

T ( k ) S x ( ) :
S x ( ) lim

Dk

K x ( ) cos d .

(3.19)

,
S x ( ) K x ( ) - .
S x ( ) :
1. S x ( ) 0 ;

2. D x K x 0) S x ( )d , ,
0

.
S x ( )
S ( )
sx ( ) x
, D x -
Dx
X (t ) .
K x ( )

Dx
s x ( )
:

rx ( )

rx ( ) s x ( ) cos d ; s x ( )
0

rx ( ) cos d

(3.20)

0 , rx (0) 1 , : s x ( )d 1 , , 0

1.

34


(,
0 ), (3.18) (3.19) :
1
1
i
K x ( ) S x ( )e d , S x ( ) K x ( )e i d .
2

(3.21)

, , e i cos i sin . ,
K x ( ) , S x ( )
(3.18) (3.19), :

S x ( )e d S x ( )cos d i S x ( )sin d 2 S x ( )cos d ,

K x ( )e

d K x cos d i K x ( ) sin d 2 K x ( ) cos d ,

(3.21),
-.
K x ( ) S x ( ) , , (3.21).

S x ( )
1
S x* ( ) S x ( ) , 2

,
,
S x* ( ) ,
D x , (.13).

13.
k , :
35

2 S x ( )d

S x ( )d

max S ( )

max S ( )

2Dx
,
max S ( )

(3.22)

K ( ) d K x ( ) d
x
k

0
rx ( ) d ,
2
2Dx
Dx
0

(3.23)

- ( ), ,
K x ( ) ,
D x K x (0) (.14). , S x ( )
, max S x ( ) .

.14
2
( ). : , .
17. X (t ) , K x ( ) D x e

, 0 .

. S x ( ) (3.21):
D i
1
(3.24)
S x ( ) K x ( )e i d x e
d

36

 0 0 , (3.24)
:

D x e ( i )
S x ( )
d
d
e
e

0
i

D 1
2
1 Dx
x

i i 2 2
Dx

( i )

Dx

( i )

e ( i )

.15 16 K x ( ) S x ( )
,
. K x ( ) ,
2Dx
, S x (0)
, -

. , S x ( )
D x , S x ( ) , .

.15

.16
, :

2Dx
2 D x

;
max S x ( )
2D x

37

2 D x e d
0

Dx

 18. rx ( )
X (t ) (.17):

1 , 0 0
rx ( ) 0
0,
0

X (t ) .
. (3.20),
2 1
s x ( )
sin

sin
0

cos

0
sin 2

2 (1 cos )
2
0 .
0
0
2

0
2 0 0

s x ( )
.18.

.
17.

.18

19. X (t ) X (t ) K x ( ) S x ( ) .
. .3.2, X (t )
(3.6):
K X (t1 , t 2 )

2 K x ( )

.
2
X (t ) (3.18), (3.19) (3.6):

38

S X ( )

K X ( ) cos d
0

(
0

2 K x ( )
) cos d
2

2 cos
2
d d
cos 2 S x ( ) cos d d cos S x ( )
0
0
2

2
2
2
cos S x ( ) cos d d 2 K x ( ) cos d 2 S x ( ).
0
0
0

, S X ( ) 2 S x ( ) .
3.5.
,
,
, ,
. .
X (t ) - ,

, , , ,
.
T x(t ) X (t ) ( , ), :
1T
T
(3.25)
x(t ) 0 x(t ) dt .
T0

X (t ) , , :
1T
x(t ) dt ,
T

0
, .

x(t )
m x :

m x x f ( x)dx lim

1T
(3.26)
x(t ) dt m x
T
T T 0
, [1], X (t ) (3.26) ,
:
l.i.m. x(t ) T0 l.i.m

1t

lim (1 ) K x ( )d 0 ,
T T 0
T
39

(3.27)

 X (t ) .
X (t ) :
K x ( ) 0

(3.28)

X (t )

X (t ) :

D X (t ) M [ X (t ) m x ] M [ X (t )] M U (t ) , U (t ) [ X (t )]2
2

X (t ) t t :

K x ( ) M [ X (t ) X (t )] M [V (t )] ,

V (t ) X (t ) X (t ) ,
X (t )
(3.27), K x ( )
K u ( ) ( K v ( ) ), , , U (t ) V (t )
.

, ,
(3.28):
lim K u ( ) 0,

lim K v ( ) 0

, , . ,

, .
(3.27),
:
D x ( x(t ) x(t ) )

T0

1T
( x(t ) x(t ) ) 2 dt
T0

40

K x ( ) ( x(t ) x(t ) )( x(t ) x(t ) ) T0

1 T

[ x(t ) x(t ) )( x(t ) x(t ) ]dt.

T 0

20. X (t ) U cos t V sin t , U

V - ,
, ,
D:
mu mv 0, D[U ] D[V ] D. ?
. (2.10), (2.13)-(2.15) ,
X (t ) , :
m x mu cos t mv sin t 0;
K x (t1 , t 2 ) D cos t1 cos t 2 D sin t1 sin t 2 D cos (t 2 t1 ) D cos ;
D x K x (0) D.

, X (t ) .

(3.30):
T
2 D sin 2
T
T
1

D
2 0
(1 ) K x ( )d (1 ) cos d 2 2 (1 cos T )

2 2
T
T0
T
T 0
T
T
T
(3.30) , X (t )
.
21. ,
Y (t ) X (t ) V 14, X (t ) .
. 14, Y (t ) K y ( ) K x ( ) Dv .
Dv T
1t

1T

1T

(1 ) K x ( )d (1 )( K x ( ) Dv )d (1 ) K x ( )d
(1 )d

T0
T
T0
T
T0
T
T 0
T
t
1

X (t ) , lim (1 ) K x ( )d 0 .
T T 0
T
D T
D

lim v (1 )d lim v
T T 0
T T
T

D
2

lim v
2T 0 T T

T 2 Dv
T

0.
2
T
2

(3.30) , Y (t ) .
41

 4.

() ,
,
.


S (t ) A cos( 0 t 0 ) ,

(4.1)

2
, 0 - -
T
.

A , 0

, ,
, , ,
,
, ,
, . ,
() , .
4.1.
, , , ()
(2.9):
Y (t ) V (t ) V cos ( 0 t 0 ) ,

(4.2)

V - ,
(t ) cos ( 0 t 0 ) - . .19 0 0 .
y i (t ) vi cos 0 t vi t k

k, k N .
2
Y (t )
V (. 3):
m y mv cos( 0 t 0 ); K y (t1 ; t 2 )
Dv cos(0t1 0 ) cos(0t2 0 ); Dy (t ) Dv cos 2 0t .

42

.19
, (4.2) .
4.2.

Y (t ) V cos ( 0 t ),

(4.3)

V - , V mv
Dv , 0;2 . .20.

. 20.
y i (t )
vi , i 0 .
(4.3) :
Y (t ) V cos cos 0 t V sin sin 0 t
43

(4.4)


U cos W sin ,
0;2 .
,
X , [a; b] ,
1
, ( X ) f ( x)
ba
X f (x) :
b

m M [ (t )] ( x) f ( x) dx; D D[ ( x)] [ ( x) m ] 2 f ( x) dx . (4.5)

(4.5) U cos
1
W sin : f ( x)
;
2
2

mu M [U ] M [cos ]
0
2

m w M [W ] M [sin ]
0

1
1
cos d
sin
2
2

2
0

1
1
sin d
cos
2
2

0;
2
0

0;

1
1 2 1 cos 2
1 1
1
1

D[U ]
cos 2 d
d
sin 2 .

2 0
2
2 2
4
2
0
0 2
1
1 2 1 cos 2
1 1
1
1

2
D[W ]
sin d
d
sin 2 .

2 0
2
2 2
4
2
0
0 2

Y (t )
M Y (t ) M V cos cos 0 t V sin sin 0 t
cos 0 t M V cos sin 0 t M V sin mv cos 0 t mu sin 0 t mv 0,

, V ,
M [V cos ] mv M [cos ] 0, M [V sin ] mv M [sin ] 0 ;

K y (t1 , t 2 ) M [Y (t1 ) Y (t 2 )]
M V cos cos 0 t1 V sin sin 0 t1 V cos cos 0 t 2 V sin sin 0 t 2

M [V 2 ] M [cos 2 ] cos t1 cos t 2 M [sin cos ] sin t1 cos t 2

M [cos sin ] cos t1 sin M [sin 2 ] sin t1 sin t 2 ;

44

1
1
M [cos 2 ] M [U 2 ] D[U ] mu2 ; M [sin 2 ] M [V 2 ] D[V ] mv2 ;
2
2
M [cos sin ] M [sin cos ]

1 2
1 2
1
sin

cos

sin 2 d
cos 2

2 0
4 0
8

2
0

M [V 2 ] D[V ] mv2 v2 mv2 ;

v2 mv2
1 2
2
K y (t1 , t 2 ) ( v mv ) cos 0 (t 2 t1 )
cos 0 ;
2
2
2 mv2
D y (t ) K (t , t ) v
Dy .
2
mv 0 (4.6) (4.7) :

(4.6)
(4.7)

Dv
D
cos 0 ; D y v
2
2
,
(4.3) , , t 2 t1 . ,
,
.
K y ( )

(4.4) :
Y (t ) V1 cos 0 t V2 sin 0 t ,

(4.8)

V1 V cos , V2 V sin - , v2 mv2

. , V , 2
,
M [V1 ] M [V cos ] M [V ] M [cos ] 0, M [V2 ] M [V sin ] M [V ] M [sin ] 0 ;

D[V1 ] M (V cos ) M (V cos ) M [V ] M [cos

D[V2 ] M (V sin ) M (V sin ) M [V ] M [sin

] mv2 M 2 [cos

] mv2 M 2 [sin

v2 mv2
2

v2 mv2
2

KV1V2 M [V1V2 ] M [V1 ] M [V2 ] M [V cos V sin ] M [V 2 ] M [sin cos ] 0 .

45

0;

 (4.8) ,
(4.3). , (4.3) 0
D y

v2 mv2
2

.21

(.21):

.22

.23

Y (t ) (4.6)
S y ( ) , -, :
, x x0 ;
0, x x0 .

( x x0 )

( x x0 ) dx 1;

f ( x) ( x x0 ) dx f ( x0 )

(4.9)

x x0 f (x).
S y ( ) :
S y ( ) D y ( 0 ), 0 .

,
, (3.18) (4.9), (4.6):

K y ( ) S y ( ) cos d D y ( 0 ) cos d D y cos 0 .

0

Y (t ) , (.22).
S y ( )
:
Dy
(4.10)
S y ( )
[ ( 0 ) ( 0 )]
2
46

 0
0 (.23).
,
(4.10) (4.6). ,
(3.21),

1
it
S
(

)
e
d

S y ( )e it d

y
2

Dy
Dy
i t

0 e d
( 0 ) e i t d .

2
2

K y ( )

(4.9)

i t
it
( 0 ) e d e 0 ;

i t
i t
( 0 ) e d e 0 .

, (4.6):
K y ( )

Dy
2

(e i0t e i0t ) D y cos 0 t .

20, (4.8) ( ,
(4.3)) , .
, (4.3) (3.26). , i -
yi (t ) vi cos( 0 t i ) :
yi (t ) T0

v
1T
1T
y
(
t
)
dt

vi cos( 0 t i )dt i sin( 0T i ) sin i

i
T0
T0
0T

lim yi (t ) T0 0 , T

M [Y (t )] 0 , .
, ,
(4.3) .

47

4.3.
.

Y (t ) V cos(t 0 ) ,

(4.11)

V M [V ] mv 0, D[V ] Dv ,
- f ( ), 0 , V ;
0 - .
Y (t ) :
Y (t ) V cos 0 cos t V sin 0 sin t V1 cos t V 2 sin t ,

V1 V cos 0 V2 V sin 0 - .
V
Y (t ) :
M [Y (t )] M [V1 ] M [cos t ] M [V 2 ] M [sin t ] 0 ,
(4.12)
M [V1 ] mv cos 0 0, M [V2 ] mv sin 0 0 .
Y (t ) (4.12) :

K y (t1 , t 2 ) M [Y (t1 ) Y (t 2 )] M [Y (t1 )Y (t 2 )]

M [(V1 cos t1 V2 sin t1 }(V1 cos t 2 V2 sin t 2 )]
M [V12 cos t1 cos t 2 ] M [V2V1 sin t1 cos t 2 ]
M [V1V2 cos t1 sin t2 ] M [V22 sin t1 sin t2 ]

1
Dv sin 2 0 M [V2V1 ] ,
2
M [V12 ] M [V 2 ] cos 2 0 Dv cos 2 0 , M [V22 ] M [V 2 ] sin 2 0 Dv sin 2 0 ,
M [V1V2 ] M [V cos 0 V sin 0 ] cos 0 sin 0 M [V 2 ]

K y (t1 , t 2 ) Dv cos 2 0 M [cos t1 cos t 2 ]

1
2 Dv sin 2 0 M [sin t1 cos t 2 cos t1 sin t 2 ] Dv sin 2 0 M [sin t1 sin t 2 ]
2
Dv {cos 2 0 M [cos t1 cos t 2 ] sin 2 0 M [sin (t1 t 2 )] sin 2 0 M [sin t1 sin t 2 ]}
(4.13)
Y (t )
D y (t ) K y (t , t ) Dv {cos 2 0 M [cos 2 t ] sin 2 0 M [sin 2t ] sin 2 0 M [sin 2 t ]}
(4.14)
,
,
, .
48

4.4.
X (t ) ( ),
n - f ( x1 , x 2 ,..., x n ; t1 , t 2 ,..., t n )
n X (t1 ), X (t 2 ),..., X (t n ) X (t )
n - . , X (t1 ), X (t 2 ),..., X (t n )
X (t i ), X (t j ) t i , t j , ,
.

X (t ) :
f ( x; t )

1
2 x (t )

( x mx (t )) 2
2 x2 (t )

(4.15)

m x (t ), x2 (t ) -
X (t ) t .

:
f ( x1 , x2 ; t1 , t 2 )

1
2 1 2

1 r122

( x m ) 2 2 r ( x m )( x m ) ( x m ) 2
1 1 12 1 1 2 2 2 2

1 2
2 1 r 12 12
22

(4.16)

12 x21 (t1 ), 22 x22 (t 2 ) - X (t1 ), X (t 2 ) X (t )

t1 ,t 2 ; m1 m x1 (t1 ), m2 m x2 (t 2 ) -
; r12 rx1x2 (t1 , t 2 ) - .
, rij 0, i j ,
f ( x1 , x 2 ; t1 , t 2 )

1
2 1

( x1 m1 ) 2
2 12

1
2 2

( x m )2
2 2
2 22

f ( x1 ; t1 ) f ( x 2 ; t 2 ) , (4.17)

, X (t i ), X (t j ) X (t ) ( ).
X (t ) , :
m xi (t i ) a; x2i (t i ) 2 .
49

f ( x)

( xa)2
2 2

(4.18)

2
t 2 t1 :
f ( x1 , x2 ; )

1
2 2 1 r 2 ( )

2 [1 r

( x1 a ) 2 2 r ( )( x1 a )( x2 a ) ( x2 a ) 2
( )]

(4.19)

, ,
, . , ,
,
.
X i (t )
n

Y (t ) a i (t ) X i (t ) bi (t ) ,

(4.20)

i 1

a i (t ), bi (t ) - ,
c .

( (2.17) (2.23)),
,
, ,
,
.
(2.19), Y (t ) X (t ) :
2 K x (t1 , t 2 )
2
m y (t ) m x (t ) mx (t ) ; D x (t )
(4.21)
t1 t 2 t x (t ) .
t1t 2
:

f ( y; t )

1
2 y (t )

( y m y ( t ))2
2 2y ( t )

(4.22)
t

Z (t ) X ( ) d 0

(2.24) :
t

m z (t ) m x ( ) d ;

t t

D z (t ) K z (t , t ) X ( 1 ) X ( 2 )d 1 d 2 ,

00

50

 :
f ( z; t )

1
2 z (t )

( z mz (t )) 2
2 2 ( t )
z

(4.23)

t
:
m y (t ) m y ; y2 (t ) y2 ; m z (t ) m z ; z2 (t ) z2 ,

(4.22) (4.23) :

f ( y)

( y m y ) 2

2 2y

2 y
t .

f ( z)

1
2 z

( z mz )2

2 2
z

22. X (t ) , x 0 5, : m x 10; x2 20 .
. X (t ) ,
:
f ( x)

1
2 x

( x m xy ) 2
2 x2

P ( X 5)

5 10
0 0 (1,11) 0,5 0,366 0,5 0,134,
20

f ( x) dx 0

0 ( x)

1
2

t2
2

dt - .

23. Y (t ) : Y (t ) X (t ) t b(t ) ,
X (t ) - mx (t ), x2 (t ),
K x (t1 , t 2 ), b(t ) - .
Y (t ) .

. m y (t ) M [ X (t ) t b(t )] m x (t ) t b(t ) ;

K y (t1 , t 2 ) M [Y (t1 ) Y (t 2 )]
M X (t1 ) t1 b(t1 ) m x (t1 ) t1 b(t1 )X (t 2 ) t 2 b(t 2 ) m x (t 2 ) t 2 b(t 2 )

51

M t1 X (t1 ) m x (t1 ) t 2 X (t 2 ) m x (t 2 ) t1t 2 M [ X (t1 ) X (t 2 )] t1t 2 K x (t1 , t 2 ).

D y (t ) K y (t , t ) t 2 K x (t , t ) t 2 D x (t );

f ( y; t )

2 y (t )

( y m y (t )) 2

2 2y (t )

1
e
2 t x (t )

[ y mx (t )t b (t )]2
2 t 2 x2 (t )

, X (t ) V - ,
m v , v2 , b(t ) b - ,
m y (t ) mv t b, K y (t1 , t 2 ) t1t 2 v2 ; D y (t ) 2y (t ) t 2 x2 ;

f ( y; t )

2 t v

[ y ( mx t b )]2

2 t 2 v2

24. m y , K y ( ), D y Y (t ) X (t ) X (t ) , :
2 2
K x ( ) x2 e cos ,

, 0 - .
. m y m x 0, ;
K y ( )

x2 e

2 2

2 K x ( )
2

2 2 2

cos
xe

2 2
2 2

2 x2 2 e cos x2 e sin

2 (1 2
2

2 ) cos sin (2 2 sin cos )

2 2

x2 e cos ( 4 2 2 4 4 2 );

D y K y (0) x2 (4 2 2 ); y x 4 2 2 .

Y (t ) X (t ) :

f ( y)

1
2 y

y2
2 2y

2 (4 ) x

52

y2
2 ( 4 2 2 ) x2

4.5.
(t ) , S ( )
:
S ( ) S 0 const

(4.24)

, S 0 . (
,
). ,
, . ,
.


-
0 (.24).
, 0
K ( ) C ( )
0, 0

(4.25)

. 24.
, , (3.21),
S ( )

C ( )e i d e i

S0 .

, C S 0 , K ( ) S 0 ( ) .
:
1, 0,
r ( )
0, 0

(4.26)

(4.25) . , , , , ,
53

 . , ,
-
,
.
X (t ) , 1 2 ( ).
(.25):
S 0 , (1 , 2 ),
S x ( )
0, (1 , 2 ).

X (t ) (3.18) :
2

K x ( ) S 0 cos d
1

2S 0

sin

2 1
2

S0

(sin 2 sin 1 )

cos

2 1
2

(4.27)

. 25.
X (t ) :
sin
D x K x (0) lim 2S 0

2 1
2

S 0 ( 2 1 )

(4.28)

2
:
2

D x S x ( ) d S 0 d S 0 ( 2 1 ) .
1

1 0, 2 (4.27) (4.28):
K x ( )

S0

sin ; D x S 0.

(4.29).

(4.29) .26. , , ,
.

54

. 26
,
(), , ..
.
, () , .

55

 5. .
1 [3].
X (t ) Y (t ) :
m x (t ) t;

K x (t , t ) t t ; m y (t ) t ; K y (t , t ) t t e (t t ) .

2 [3]. X (t ) :
m x (t ) 0;

K x (t , t )

1
1 (t t ) 2
t

Y (t ) X ( )d . ,
0

X (t ) Y (t ) .
3 [3]. X (t )
U : X (t ) U mu , Du . ,
X (t ) . ,
. (.
U (4.8) 0 0 ).
4 [7].

K x ( ) x2 e
?
5 [7]. , X (t ) 2 2

K x ( ) D x e , 0 .
6 [7]. X (t ) K x ( )

K x ( ) D x e
cos .
7 [7].

(1 ), 0 .
X (t ) D x e
8 [7]. X (t ) b

S x ( ) 2
, b 0, 0 .
( 2 ) 2
dX (t )
Y (t )
. . 19.
dt
9 [7]. ? ?

56

dX (t )
t 20 , dt

(1 ), x2 10 2 / c 2 , 0,5 1 / c.
K x ( ) x2 e
dX (t )
11 [6]. , Y (t )
dt
X (t ) , ,

1
1

5 / , K x ( ) a e
(cos sin ) , a 4 2 , 1 , 2 .

. (4.21).
12 [7]. X (t ) :

10 [5]. Y (t )

X (t ) m x U k cos k t Vk sin k t ,
k 1

U k Vk - D[U k ] D[Vk ] Dk , k 1,..., n; k . , .

13 [7].
X (t ) A cos t B sin t , - ,
A B
m A m B 0, D[ A] D[ B] 2 .
X (t ) .
14 [7]. , X (t ) a cos(t )
a , , .
15 [7]. X (t ) :
2

K X (t1 , t 2 ) D X e (t2 t1 ) cos (t 2 t1 ), 0, 0 .

X (t ) .
16 [7]. X (t ) :
2

m x (t ) 3t 2 2t 1, K x (t1 , t 2 ) 2e (t2 t1 ) .
dX (t )
t2.
Y (t ) t
dt
17 [7]. X (t )
X (t ) t V1 cos t V 2 sin t , D[V1 ] 1, D[V 2 ] 2.
,
t
dX (t )
: X (t ) , Y (t )
, Z (t ) X ( )d .
dt
0
57

18 [7]. Y (t ) x( s )ds , x(s ) - 0

, X (t ) K x (t1 , t 2 ) 4 cos t1 cos t 2 m x (t ) 1 sin 2 t . Y (t ) .

19[7]. X (t )
K x (t1 , t 2 ) t12 t1t 2 2t 22 .

Y (t ) X ( )d .
0

20 [7]. K X (t1 , t 2 )
X (t ) . , X (t )
dX (t )

Y (t )
K X (t1 , t 2 )
K XY (t1 , t 2 )
dt
t2
X (t )

t2

Z (t ) X ( )d K XZ (t1 , t 2 ) K X (t1 , ) d .
0

1. Z (t ) X (t ) Y (t ); m z (t ) 0; K z (t , t ) t t [1 e (t t ) ].
2. m y (t ) 0; D y (t ) 2 t arctg t ln(1 t 2 ). X (t ) , Y (t ) . 3. X (t ) ,
S y ( ) Du ( 0 ).
4. . 5. S x ( )
6. S x ( )

7. S x ( )

Dx

Dx

2
4 2

; 2 ;

1
1

2 ( ) 2 2 ( ) 2

4 3 D x

( 2 2 ) 2

, 2 .

b
8. D y .
4

9. , . . 10. 1366 2 .
11. m y 0, y2 20 2 / 2 , P ( 5 Y ) 0,3085 .

58

12. K x ( ) Dk cos k . 13. f ( x; t )

x 2 (t )
2 2

,
2

k 1
x(t ) a cos t b sin t - .
e

0, x a,
a2

m
(
t
)

0
;
D

.
,
x

a
;
14. f ( x; t ) 1
1
x
x

a2 x2

dX (t )
15. D
(2 2 ) D x . 16. m y (t ) 7t 2 2 t , D y (t ) 8 t 2 . 17. m x (t ) t , .

dt
K x (t1 , t 2 ) cos t1 cos t 2 2 sin t1 sin t 2 , D x (t ) 1 sin 2 t ; m y (t ) 1,

t2
K y (t1 , t 2 ) sin t1 sin t 2 2 cos t1 cos t 2 , D y (t ) 1 cos t ; m z (t ) ,
2
K z (t1 , t 2 ) sin t1 sin t 2 2 cos t1 cos t 2 2cos t1 cos t 2 2,
2

Dz (t ) (1 cos t ) 2 2(1 cos t ).

3
1
4
18. m y (t ) t
sin 2 t , D y (t ) 2 sin 2 t.
2 4

1
1
2
19. K y (t1 , t 2 ) t13t 2 t12 t 22 t1 t 23 .
3
4
3

1. .. .- .: , 1960.
2. .. .- .: , 1964-69,1998.
3. .., .. .- .: , 1973.
4. .., ..
.- .: , 2000.
5. .. .- .: , 1968.
6. ,
. . ... .:,1970.
7. . .
. ...-.:,1984.
8. .. . - .:
., 1969.
9. .. .- .: , 2003.

59

: ..

60