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

DOI10.1007/BF01058204zbMath0812.60049MaRDI QIDQ1335981

A. Ya. Dorogovtsev

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

periodic solutionsperiodic perturbationrandom perturbationoperator Riccati equation

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Unnamed Item
• Solving algebraic and differential Riccati operator equations
• Random integral equations