Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations

DOI10.1504/IJDSDE.2018.096209zbMath1442.34098MaRDI QIDQ2289556

M. V. S. S. B. B. K. Sastry, Gunturu Venkata Sita Rama Deekshitulu

Publication date: 23 January 2020

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

zbMATH Keywords

existenceuniquenessstochastic differential equationsLyapunov matrixsuccessive approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05)

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