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Stationary and periodic solutions of the operator Riccati equation under a random perturbation |
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| Authors: | A Ya Dorogovtsev |
| Institution: | (1) Kiev University, Kiev |
| Abstract: | Sufficient conditions are presented for the existence of stationary and periodic solutions of the operator Riccati equation under a random perturbation.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 5, pp. 609–615, May, 1993. |
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