The stochastic Riccati equation (Q3893060)

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Language	Label	Description	Also known as
English	The stochastic Riccati equation	scientific article

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scholarly article

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The stochastic Riccati equation (English)

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Nonlinear Analysis: Theory, Methods & Applications

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publication date

1980

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zbMATH Keywords

stochastic Riccati equation

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MaRDI profile type

MaRDI publication profile

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Quasilinearization and stability of nonlinear stochastic systems

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Nonlinear stochastic differential equations

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Stochastic Green's formula and application to stochastic differential equations

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Stochastic differential operator equations with random initial conditions

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full work available at URL

https://doi.org/10.1016/0362-546x(80)90022-x

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Identifiers

zbMATH Open document ID

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10.1016/0362-546X(80)90022-X

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3893060

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