
Accession Number : ADA116021
Title : A Global Existence and Uniqueness Theorem for a Riccati Equation.
Descriptive Note : Interim rept. 1 Dec 7731 Aug 81,
Corporate Author : IOWA STATE UNIV AMES DEPT OF STATISTICS
Personal Author(s) : Kegley,J Colby
PDF Url : ADA116021
Report Date : Jan 1981
Pagination or Media Count : 23
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)
Descriptors : *Riccati equation, *Differential equations, *Solutions(General), Value, Theorems, Variables, Confluence, Hypergeometric functions, Asymptotic normality, Stochastic processes
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE