Stationary and periodic solutions of the operator Riccati equation under a random perturbation

Authors

  • A. Ya. Dorogovtsev

Abstract

Sufficient conditions are presented for the existence of stationary and periodic solutions of the operator Riccati equation under a random perturbation.

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Published

25.05.1993

Issue

Vol. 45 No. 5 (1993)

Section

Research articles