Analytic and numerical solutions of a Riccati differential equation with random coefficients
type: Item
instance of: scholarly article
title: Analytic and numerical solutions of a Riccati differential equation with random coefficients
zbMATH Open document ID: 1255.65023
author: J. A. Licea
author: L. Villafuerte
author: B. Chen-Charpentier
published in: Journal of Computational and Applied Mathematics
publication date: 2013-01-14T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34F10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65N12
zbMATH DE Number: 6125299
zbMATH Keywords: random differential equations
zbMATH Keywords: mean square calculus
zbMATH Keywords: polynomial chaos
zbMATH Keywords: Monte Carlo method
MaRDI profile type: Publication
full work available at URL: j.cam.2012.09.040
OpenAlex ID: W2060983735
Wikidata QID: Q115359835
DOI: 10.1016/J.CAM.2012.09.040
description: scientific article; zbMATH DE number 6125299