- -

Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques

RiuNet: Institutional repository of the Polithecnic University of Valencia

Share/Send to

Cited by

Statistics

Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques

Show full item record

Casabán, MC.; Cortés, J.; Navarro-Quiles, A.; Romero, J.; Roselló, M.; Villanueva Micó, RJ. (2016). Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques. Journal of Computational and Applied Mathematics. 291:20-35. doi:10.1016/j.cam.2014.11.028

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/99445

Files in this item

Item Metadata

Title: Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[EN] This paper deals with the determination of the first probability density function of the solution stochastic process to the homogeneous Riccati differential equation taking advantage of both linearization and Random ...[+]
Subjects: Random Riccati differential equations , Random variable transformation technique , First probability density function
Copyrigths: Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2014.11.028
Publisher:
Elsevier
Publisher version: http://doi.org/10.1016/j.cam.2014.11.028
Thanks:
This work has been partially supported by the Ministerio de Economia y Competitividad grants MTM2013-41765-P and TRA2012-36932.
Type: Artículo

This item appears in the following Collection(s)

Show full item record