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- W2468800648 abstract "• Linear and Riccati random bilateral matrix differential equations are solved. • Solutions are computed using mean square convergence. • To conduct the study, L p random calculus is used. • We show some examples where the mean and variance of the solution are computed. In this paper linear and Riccati random matrix differential equations are solved taking advantage of the so called L p -random calculus. Uncertainty is assumed in coefficients and initial conditions. Existence of the solution in the L p -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." @default.
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- W2468800648 date "2016-11-01" @default.
- W2468800648 modified "2023-09-26" @default.
- W2468800648 title "Solving linear and quadratic random matrix differential equations: A mean square approach" @default.
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- W2468800648 doi "https://doi.org/10.1016/j.apm.2016.06.017" @default.
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