Solving linear and quadratic random matrix differential equations: a mean square approach
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Publication:2293794
DOI10.1016/j.apm.2016.06.017zbMath1480.34084MaRDI QIDQ2293794
M. C. Casabán, Lucas Jodar, Juan-Carlos Cortés
Publication date: 5 February 2020
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2016.06.017
random models; \(L_p\)-random matrix calculus; mean square random calculus; random matrix bilateral differential equation
60H25: Random operators and equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness