A Global Existence and Uniqueness Theorem for a Riccati Equation.
Abstract
It is proved that a Riccati differential equation of a particular form has a unique solution satisfying the conditions that it is to exist for large values of the independent variable t and to have its graph stay above a certain line for large t. It is then proved that the solution exists for all t. Two forms of the solution are developed in terms of the confluent hypergeometric functions. An application of these results is made to an asymptotic stochastic analysis of a noisy dual problem. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1981
- Accession Number
- ADA116021
Entities
People
- J. Colby Kegley
Organizations
- Iowa State University