Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching (Q2884607)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching |
scientific article |
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Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching (English)
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30 May 2012
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random Riccati equation
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expectation order
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boundedness
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Markov-Feller operator
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weak convergence
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invariant distribution
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ergodicity
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