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

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

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dc.contributor.author Casabán, M. C. es_ES
dc.contributor.author Cortés, J.C. es_ES
dc.contributor.author Navarro-Quiles, A. es_ES
dc.contributor.author Romero, José-Vicente es_ES
dc.contributor.author Roselló, María-Dolores es_ES
dc.contributor.author Villanueva Micó, Rafael Jacinto es_ES
dc.date.accessioned 2018-03-16T05:07:44Z
dc.date.available 2018-03-16T05:07:44Z
dc.date.issued 2016 es_ES
dc.identifier.issn 0377-0427 es_ES
dc.identifier.uri http://hdl.handle.net/10251/99445
dc.description.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 Variable Transformation techniques. The study is split in all possible casuistries regarding the deterministic/random character of the involved input parameters. An illustrative example is provided for each one of the considered cases. es_ES
dc.description.sponsorship This work has been partially supported by the Ministerio de Economia y Competitividad grants MTM2013-41765-P and TRA2012-36932.
dc.language Inglés es_ES
dc.publisher Elsevier es_ES
dc.relation MINECO/MTM2013-41765-P es_ES
dc.relation MINECO/TRA2012-36932 es_ES
dc.relation.ispartof Journal of Computational and Applied Mathematics es_ES
dc.rights Reconocimiento - No comercial - Sin obra derivada (by-nc-nd) es_ES
dc.subject Random Riccati differential equations es_ES
dc.subject Random variable transformation technique es_ES
dc.subject First probability density function es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1016/j.cam.2014.11.028 es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation 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 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://doi.org/10.1016/j.cam.2014.11.028 es_ES
dc.description.upvformatpinicio 20 es_ES
dc.description.upvformatpfin 35 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 291 es_ES
dc.relation.pasarela 293535 es_ES
dc.contributor.funder Ministerio de Economía, Industria y Competitividad (MINECO) es_ES


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