Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case (Q1676024)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case |
scientific article |
Statements
Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case (English)
0 references
3 November 2017
0 references
mean square random calculus
0 references
\(L_p\)-random matrix calculus
0 references
random non-autonomous Riccati matrix differential equation
0 references
analytic-numerical solution
0 references
0 references
0 references
0 references
