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Solving Riccati time-dependent models with random quadratic coefficient

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Solving Riccati time-dependent models with random quadratic coefficient

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Cortés López, JC.; Jódar Sánchez, LA.; Company Rossi, R.; Villafuerte Altuzar, L. (2011). Solving Riccati time-dependent models with random quadratic coefficient. Applied Mathematics Letters. 24(12):2193-2196. doi:10.1016/j.aml.2011.06.024.

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Título: Solving Riccati time-dependent models with random quadratic coefficient
Autor:
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
This paper deals with the construction of approximate solutions of a random logistic differential equation whose nonlinear coefficient is assumed to be an analytic stochastic process and the initial condition is a random ...[+]
Palabras clave: P-mean stochastic calculus , Random logistic differential equation , Random power series solution , Analyticity , Approximate solution , Initial conditions , Linear problems , Monte Carlo Simulation , Nonlinear coefficient , Nonlinear problems , Power series solutions , Quadratic coefficients , Stochastic calculus , Stochastic process , Time-dependent models , Calculations , Computer simulation , Differential equations , Differentiation (calculus) , Monte Carlo methods , Nonlinear equations , Random processes , Stochastic models , Stochastic systems , Random variables
Derechos de uso: Reserva de todos los derechos
Fuente:
Applied Mathematics Letters. (issn: 0893-9659 )
DOI: 10.1016/j.aml.2011.06.024
Editorial:
Elsevier
Versión del editor: http://dx.doi.org/10.1016/j.aml.2011.06.024
Patrocinador:
Spanish M.C.Y.T. [MTM2009-08587, DPI2010-20891-C02-01]
Universitat Politecnica de Valencia [PAID06-09-2588]
Mexican Conacyt
Tipo: Artículo

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