The stochastic Riccati equation (Q3893060): Difference between revisions
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Property / cites work: Quasilinearization and stability of nonlinear stochastic systems / rank | |||
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Property / cites work: Nonlinear stochastic differential equations / rank | |||
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Property / cites work: Stochastic Green's formula and application to stochastic differential equations / rank | |||
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Property / cites work: Stochastic differential operator equations with random initial conditions / rank | |||
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Revision as of 09:50, 13 June 2024
scientific article
Language | Label | Description | Also known as |
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English | The stochastic Riccati equation |
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The stochastic Riccati equation (English)
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1980
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stochastic Riccati equation
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