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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...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Hindawi Limited
2014-01-01
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| シリーズ: | Abstract and Applied Analysis |
| オンライン･アクセス: | http://dx.doi.org/10.1155/2014/890925 |
| タグ: |
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