Analytic and numerical solutions of a Riccati differential equation with random coefficients (Q1931453)

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Analytic and numerical solutions of a Riccati differential equation with random coefficients
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    Analytic and numerical solutions of a Riccati differential equation with random coefficients (English)
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    14 January 2013
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    random differential equations
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    mean square calculus
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    polynomial chaos
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    Monte Carlo method
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