Advise me please some book on algebraic and differential Riccati equations: I'm interested in such questions as theorems of existence, uniqueness and extendibility of solutions of differential equation, explicit formulas for solutions and in related questions.
Literature on Riccati equations (algebraic and differential)
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reference-request
ordinary-differential-equations
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0Have you had a look at the references in the Wikipedia article? I can recommend Ince's book in particular. Since I don't have the book in front of me at the moment, I can't say whether it covers all of the topics you're interested in. – 2012-05-31
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0What do you mean by "algebraic Ricatti equation"? I know it as a differential and as a difference equation, but not algebraic. – 2013-01-24
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0@vonbrand http://en.wikipedia.org/wiki/Algebraic_Riccati_equation – 2013-01-24