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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. https://doi.org/10.1016/j.aml.2011.06.024

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/62893

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Title: Solving Riccati time-dependent models with random quadratic coefficient
Author: Cortés López, Juan Carlos Jódar Sánchez, Lucas Antonio Company Rossi, Rafael Villafuerte Altuzar, Laura
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
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 ...[+]
Subjects: 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
Copyrigths: Reserva de todos los derechos
Source:
Applied Mathematics Letters. (issn: 0893-9659 )
DOI: 10.1016/j.aml.2011.06.024
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.aml.2011.06.024
Project ID:
info:eu-repo/grantAgreement/MICINN//MTM2009-08587/ES/Ecuaciones Diferenciales Aleatorias Y Aplicaciones/ /
info:eu-repo/grantAgreement/UPV//PAID-06-09-2588/
info:eu-repo/grantAgreement/MICINN//DPI2010-20891-C02-01/ES/MODELIZACION Y METODOS NUMERICOS, ALEATORIOS Y DETERMINISTAS, PARA EL FILTRADO DE PARTICULAS DIESEL EN MOTORES DE COMBUSTION INTERNA SOBREALIMENTADOS/
Thanks:
This work has been partially supported by the Spanish M.C.Y.T. grants MTM2009-08587, DPI2010-20891-C02-01, Universitat Politecnica de Valencia grant PAID06-09-2588 and Mexican Conacyt.
Type: Artículo

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