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In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society
The stability and ergodicity of the solutions of a stochastic matrix Riccati equation
M. H. Zakhar-Itkin
Received: 29.04.1975
Citation:
M. H. Zakhar-Itkin, “The stability and ergodicity of the solutions of a stochastic matrix Riccati equation”, Russian Math. Surveys, 31:3 (1976)
Linking options:
https://www.mathnet.ru/eng/rm3737 https://www.mathnet.ru/eng/rm/v31/i3/p213
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Statistics & downloads: |
Abstract page: | 285 | Full-text PDF : | 117 | References: | 40 | First page: | 1 |
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