Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case (Q1676024)
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scientific article; zbMATH DE number 6802879
| 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; zbMATH DE number 6802879 |
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Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case (English)
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3 November 2017
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mean square random calculus
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\(L_p\)-random matrix calculus
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random non-autonomous Riccati matrix differential equation
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analytic-numerical solution
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