Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps (Q545956)

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scientific article; zbMATH DE number 5912626
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    Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
    scientific article; zbMATH DE number 5912626

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      Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps (English)
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      24 June 2011
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      iteration
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      jump system
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      Lyapunov equation
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      Markov process
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      mean square stability
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      positive operator
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      stochastic system
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