Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations (Q2289556): Difference between revisions
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Revision as of 07:03, 14 February 2024
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| English | Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations |
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Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations (English)
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23 January 2020
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Summary: In this paper, we establish the existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations (SDEs) by the method of successive approximations. The continuous dependence of the solutions on parameters and initial conditions are also discussed. An example is presented to illustrate the established results.
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existence
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uniqueness
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Lyapunov matrix
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stochastic differential equations
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successive approximations
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