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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 the critical mean square stabilization of stochastic linear controlled systems, which proves Conjecture 10 in [\\textit{W. Zhang} et al., IEEE Trans. Autom. Control 53, No. 7, 1630--1642 (2008; Zbl 1367.93549)] to a large extent. In addition, we get some properties of the strong solution. 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