The stochastic Riccati equation
- 1 November 1980
- journal article
- Published by Elsevier in Nonlinear Analysis
- Vol. 4 (6) , 1131-1133
- https://doi.org/10.1016/0362-546x(80)90022-x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Operator-theoretic solution of stochastic systemsJournal of Mathematical Analysis and Applications, 1980
- Stochastic differential operator equations with random initial conditionsJournal of Mathematical Analysis and Applications, 1977
- Stochastic Green's formula and application to stochastic differential equationsJournal of Mathematical Analysis and Applications, 1977
- Nonlinear stochastic differential equationsJournal of Mathematical Analysis and Applications, 1976
- Quasilinearization and stability of nonlinear stochastic systemsJournal of Mathematical Analysis and Applications, 1972