Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations (Q2289556): Difference between revisions
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Latest revision as of 06:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations |
scientific article |
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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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