Stochastic comparison, boundedness, weak convergence, and ergodicity of a random Riccati equation with Markovian binary switching (Q2884607)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic comparison, boundedness, weak convergence, and ergodicity of a random Riccati equation with Markovian binary switching |
scientific article; zbMATH DE number 6039297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic comparison, boundedness, weak convergence, and ergodicity of a random Riccati equation with Markovian binary switching |
scientific article; zbMATH DE number 6039297 |
Statements
30 May 2012
0 references
random Riccati equation
0 references
expectation order
0 references
boundedness
0 references
Markov-Feller operator
0 references
weak convergence
0 references
invariant distribution
0 references
ergodicity
0 references
Stochastic comparison, boundedness, weak convergence, and ergodicity of a random Riccati equation with Markovian binary switching (English)
0 references
