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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The stochastic Riccati equation
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