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On Uniqueness of Strong Solution of Stochastic Systems
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-24
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
A kind of the well-known matrix Riccati equations which arise in certain stochastic optimal problems is investigated.
With the aid of the operator spectrum and the generalized Lyapunov equation approach, we give a sufficient condition for existence and uniqueness of the strong solution related to the critical mean square stabilization of stochastic linear controlled systems, which proves Conjecture 10 in (Zhang et al.
(2008)) to a large extent.
In addition, we get some properties of the strong solution.
At last, we give a kind of stochastic system which has only a strong solution by an example.
American Psychological Association (APA)
Li, Gang& Chen, Ming. 2014. On Uniqueness of Strong Solution of Stochastic Systems. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1014994
Modern Language Association (MLA)
Li, Gang& Chen, Ming. On Uniqueness of Strong Solution of Stochastic Systems. Abstract and Applied Analysis No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-1014994
American Medical Association (AMA)
Li, Gang& Chen, Ming. On Uniqueness of Strong Solution of Stochastic Systems. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1014994
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014994