On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (Q5086707)
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scientific article; zbMATH DE number 7554003
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| English | On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits |
scientific article; zbMATH DE number 7554003 |
Statements
On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (English)
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7 July 2022
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linear stochastic differential equations
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sample path boundedness
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stochastic system stability
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Lyapunov methodology
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positive supermartingale maximal inequality
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stochastic linear quadratic adaptive control
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0.7512155771255493
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0.7499657273292542
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0.7499416470527649
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0.7497519254684448
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