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

M. Consuelo Casabán, Juan Carlos Cortés, A. Navarro-Quiles, J. V. Romero, M. D. Roselló, Rafael J. Villanueva. Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques. J. Computational Applied Mathematics, 291:20-35, 2016. [doi]

Abstract

Abstract is missing.