Catalan Numbers, Riccati Equations and Convergence
We analyze both finite and infinite systems of Riccati equations derived from stochastic differential games on infinite networks. We discuss a connection to the Catalan numbers and the convergence of the Catalan functions by Fourier transforms.
Institutions
- University of California, Santa Barbara (US)
Publication Details
- Journal
- eScholarship (California Digital Library)
- Published
- 2024-08-25
- DOI
- https://doi.org/10.14738/aivp.124.17471
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- National Science Foundation
- Engineering and Physical Sciences Research Council
- Division of Mathematical Sciences