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Catalan Numbers, Riccati Equations and Convergence

Authors :
Feng, Yicheng
Fouque, Jean-Pierre
Ichiba, Tomoyuki
Publication Year :
2024

Abstract

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.<br />Comment: 9 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2408.09079
Document Type :
Working Paper