Wird geladen...
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...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Hindawi Limited
2014-01-01
|
| Schriftenreihe: | Abstract and Applied Analysis |
| Online Zugang: | http://dx.doi.org/10.1155/2014/890925 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|