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On Uniqueness of Strong Solution of Stochastic Systems
A kind of the well-known matrix Riccati equations which arise in certain stochastic optimal problems is investigated. With the aid of the operator spectrum and the generalized Lyapunov equation approach, we give a sufficient condition for existence and uniqueness of the strong solution related to th...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Hindawi Limited
2014-01-01
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| Colecção: | Abstract and Applied Analysis |
| Acesso em linha: | http://dx.doi.org/10.1155/2014/890925 |
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