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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: Gang Li, Ming Chen
Formáid: Artigo
Teanga:Inglês
Foilsithe: Hindawi Limited 2014-01-01
Sraith:Abstract and Applied Analysis
Rochtain Ar Líne:http://dx.doi.org/10.1155/2014/890925
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