2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/145422Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The asymptotic behavior (for large time) of the moments is described by a single decreasing exponent.LaTeX, 6 pagesChaotic DynamicsExactly Solvable and Integrable SystemsTime dependence of moments of an exactly solvable Verhulst model under random perturbationstext