Abstract
In this paper linear and Riccati random matrix differential equations are solved taking advantage of the so called Lp-random calculus. Uncertainty is assumed in coefficients and initial conditions. Existence of the solution in the Lp-random sense as well as its construction are addressed. Numerical examples illustrate the computation of the expectation and variance functions of the solution stochastic process.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
