María Consuelo Casabán Bartual , J.C. Cortés, Ana Navarro Quiles, J.V. Romero, M.D. Roselló, R.J. Villanueva
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.
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