Work

Catalan Numbers, Riccati Equations and Convergence

Year: 2024

Type: article

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.

Source: eScholarship (California Digital Library)

DOI: 10.14738/aivp.124.17471

Authors: Ichiba, Tomoyuki, Fouque, Jean-Pierre, Feng, Yicheng

Institution: University of California, Santa Barbara

Language: English

Topic: Advanced Combinatorial Mathematics

Subfield: Discrete Mathematics and Combinatorics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, Engineering and Physical Sciences Research Council, Division of Mathematical Sciences

Awards: Isaac Newton Institute for Mathematical Sciences, G4421442999, G4947591155, Large-Scale Interactions in Financial Markets