The motion of a mechanical system, described by stochastic differential equations is considered in the paper with the aim of the stochastic differential equation construction according to the given properties of motion. The investigation of the program motion stability in the class of stochastic differential equations (SDE) is also the aim of the paper. As a result problems of the program motion SDE construction in formulations of the general problem have been solved as well as problems of the locking and restoration. The stochastic stability of the program motion has been investigated as well as the probability stability of the program motion on the first approximation with constant acting random disturbances. The program motion stabilization, which is optimum on probability has been also investigated. Results may be used in the development of the Lyapunov's function method, in the analytical construction of steady program motion equations, in applications of random process theoryAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio
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