Constant directions of the Riccati equation
โ Scribed by David Rappaport
- Publisher
- Elsevier Science
- Year
- 1972
- Tongue
- English
- Weight
- 806 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0005-1098
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This paper uses ideas from symbolic computation to classify solutions to an important class of problems in mathematical finance and thus provides a linkage between these two fields. We show that Kovacic's concept of closed-form solutions to the Riccati ordinary differential equation can be used to p
This note jollows the work of Lagrange and Euler and gives the essential steps for reaching a solution of the Boole and the Riccati equations with the help of continued fractions. The resulta are compared with the series solutions (which may be recognized in closed form for simple caaea) obtained by