Related papers: On difference Riccati equation and continued fract…

We use a particular fractional generalization of the ordinary differential equations that we apply to the Riccati equation of constant coefficients. By this means the latter is transformed into a modified Riccati equation with the free term…

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…

We consider a special class of periodic continued fractions (called alpha-fractions) and discuss the related algebraic and geometric problems. A classical description of the Jacobi variety of a hyperelliptic curve due to Jacobi naturally…

This is a translation of Euler's Latin paper "De fractionibus continuis observationes" into English. In this paper Euler describes his theory of continued fractions. He teaches, how to transform series into continued fractions, solves the…

In this article we study solutions to second order linear difference equations with variable coefficients. Under mild conditions we provide closed form solutions using finite continued fraction representations. The proof of the results are…

This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…

We present several second-order linear differential equations that are associated to a particular Riccati equation with only one constant parameter in its coefficients through the technique of supersymmetric factorizations and through a…

A real vector space combined with an inverse for vectors is sufficient to define a vector continued fraction whose parameters consist of vector shifts and changes of scale. The choice of sign for different components of the vector inverse…

We show that for a fixed integer $n \neq \pm2$, the congruence $x^2 + nx \pm 1 \equiv 0 \pmod{\alpha}$ has the solution $\beta$ with $0 < \beta < \alpha$ if and only if $\alpha/\beta$ has a continued fraction expansion with sequence of…

We study the $T$-periodic solutions of the real Riccati differential equation $x' = x^2 + \gamma(t),$ where $x=x(t)$ and $\gamma$ is a $T$-periodic function. Our goal is to define a real-valued discriminant $\Delta_{\gamma}$ that determines…

We solve a family of fractional Riccati differential equations with constant (possibly complex) coefficients. These equations arise, e.g., in fractional Heston stochastic volatility models, that have received great attention in the recent…

Elementary transformations of equations $A\psi=\lambda\psi$ are considered. The invertibility condition (Theorem 1) is established and similar transformations of Riccati equations in the case of second order differential operator $A$ are…

This paper defines a parabolic frequency for solutions of the heat equation on a Ricci flow and proves it's monotonicity along the flow. Frequency monotonicity is known to have many useful consequences; here it is shown to provide a simple…

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

In this paper, we clarified the relationship between continued fractions, determinants, and identities, making it easier to apply these methods systematically in other settings. In particular, we studied finite continued fractions from the…

The article presents a rather surprising Floquet-type representation of time-varying transition matrices associated with a class of nonlinear matrix differential Riccati equations. The main difference with conventional Floquet theory comes…

We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we…

In this note, we prove that there exists a constant $\epsilon >0$, depending only on the dimension, such that if a complete solution to the Ricci flow splits as a product at time $t=0$ and has curvature bounded by $\frac{\epsilon}{t}$, then…

We show that there exists a suitable neighborhood of a constant curvature hyperbolic metric such that, for all initial data in this neighborhood, the corresponding solution to a normalized cross curvature flow exists for all time and…

We show that two notions of continued fraction normality, one where overlapping occurrences of finite patterns are counted as distinct occurrences, and another where only disjoint occurrences are counted as distinct, are identical. This…