- -

Solving linear and quadratic random matrix differential equations using: A mean square approach. The non-autonomous case

RiuNet: Institutional repository of the Polithecnic University of Valencia

Share/Send to

Cited by

Statistics

Solving linear and quadratic random matrix differential equations using: A mean square approach. The non-autonomous case

Show full item record

Casabán, M.; Cortés, J.; Jódar Sánchez, LA. (2018). Solving linear and quadratic random matrix differential equations using: A mean square approach. The non-autonomous case. Journal of Computational and Applied Mathematics. 330:937-954. https://doi.org/10.1016/j.cam.2016.11.049

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/121430

Files in this item

Item Metadata

Title: Solving linear and quadratic random matrix differential equations using: A mean square approach. The non-autonomous case
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[EN] This paper is aimed to extend, the non-autonomous case, the results recently given in the paper [1] for solving autonomous linear and quadratic random matrix differential equations. With this goal, important deterministic ...[+]
Subjects: Mean square random calculus , Lp-random matrix calculus , Random non-autonomous Riccati matrix differential equation , Analytic-numerical solution
Copyrigths: Embargado
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2016.11.049
Publisher:
Elsevier
Publisher version: http://doi.org/10.1016/j.cam.2016.11.049
Project ID: info:eu-repo/grantAgreement/EC/FP7/304617/EU
Thanks:
This work has been partially supported by the Spanish Ministerio de Economia y Competitividad grant MTM2013-41765-P and by the European Union in the FP7-PEOPLE-2012-ITN Program under Grant Agreement no. 304617 (FP7 Marie ...[+]
Type: Artículo

This item appears in the following Collection(s)

Show full item record