The stochastic Riccati equation

DOI10.1016/0362-546X(80)90022-XzbMath0447.60044OpenAlexW2072889696MaRDI QIDQ3893060

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Publication date: 1980

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(80)90022-x

zbMATH Keywords

stochastic Riccati equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics ⋮ A review of the decomposition method in applied mathematics ⋮ A review of the decomposition method and some recent results for nonlinear equations ⋮ A review of the decomposition method and some recent results for nonlinear equations ⋮ Inversion of nonlinear stochastic operators ⋮ Coupled nonlinear stochastic differential equations

Cites Work

• Nonlinear stochastic differential equations
• Stochastic Green's formula and application to stochastic differential equations
• Stochastic differential operator equations with random initial conditions
• Quasilinearization and stability of nonlinear stochastic systems

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