On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (Q5086707): Difference between revisions
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scientific article; zbMATH DE number 7554003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits |
scientific article; zbMATH DE number 7554003 |
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On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (English)
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7 July 2022
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linear stochastic differential equations
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sample path boundedness
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stochastic system stability
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Lyapunov methodology
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positive supermartingale maximal inequality
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stochastic linear quadratic adaptive control
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