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Solving linear and quadratic random matrix differential equations: A mean square approach

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Solving linear and quadratic random matrix differential equations: A mean square approach

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Casabán Bartual, MC.; Cortés López, JC.; Jódar Sánchez, LA. (2016). Solving linear and quadratic random matrix differential equations: A mean square approach. Applied Mathematical Modelling. 40(21-22):9362-9377. doi:10.1016/j.apm.2016.06.017

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/80320

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Title: Solving linear and quadratic random matrix differential equations: A mean square approach
Author:
UPV Unit: Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària
Universitat Politècnica de València. Facultad de Administración y Dirección de Empresas - Facultat d'Administració i Direcció d'Empreses
Universitat Politècnica de València. Escuela Técnica Superior de Ingeniería Agronómica y del Medio Natural - Escola Tècnica Superior d'Enginyeria Agronòmica i del Medi Natural
Issued date:
Abstract:
[EN] In this paper linear and Riccati random matrix differential equations are solved taking advantage of the so called L-p-random calculus. Uncertainty is assumed in coefficients and initial conditions. Existence of the ...[+]
Subjects: Random models , Random matrix bilateral differential equation , Mean square random calculus , L-p-random matrix calculus
Copyrigths: Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
Source:
Applied Mathematical Modelling. (issn: 0307-904X ) (eissn: 1872-8480 )
DOI: 10.1016/j.apm.2016.06.017
Publisher:
Elsevier
Publisher version: http://doi.org/10.1016/j.apm.2016.06.017
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

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