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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References
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 5, pp. 609–615, May, 1993.
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Dorogovtsev, A.Y. Stationary and periodic solutions of the operator Riccati equation under a random perturbation. Ukr Math J 45, 662–670 (1993). https://doi.org/10.1007/BF01058204
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DOI: https://doi.org/10.1007/BF01058204