Geodesic
The stability and ergodicity of the solutions of a stochastic matrix Riccati equation
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 31 (1976) no. 3 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{RM_1976_31_3_a13,
     author = {M. H. Zakhar-Itkin},
     title = {The stability and ergodicity of the solutions of a~stochastic matrix {Riccati} equation},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     year = {1976},
     volume = {31},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/RM_1976_31_3_a13/}
}
TY  - JOUR
AU  - M. H. Zakhar-Itkin
TI  - The stability and ergodicity of the solutions of a stochastic matrix Riccati equation
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 1976
VL  - 31
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/RM_1976_31_3_a13/
LA  - ru
ID  - RM_1976_31_3_a13
ER  - 
%0 Journal Article
%A M. H. Zakhar-Itkin
%T The stability and ergodicity of the solutions of a stochastic matrix Riccati equation
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 1976
%V 31
%N 3
%U http://geodesic.mathdoc.fr/item/RM_1976_31_3_a13/
%G ru
%F RM_1976_31_3_a13
M. H. Zakhar-Itkin. The stability and ergodicity of the solutions of a stochastic matrix Riccati equation. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 31 (1976) no. 3. http://geodesic.mathdoc.fr/item/RM_1976_31_3_a13/

[1] M. Kh. Zakhar-Itkin, “Matrichnoe differentsialnoe uravnenie Rikkati i polugruppa drobno-lineinykh preobrazovanii”, UMN, 28:3 (1973), 83–120 | MR | Zbl

[2] M. Kh. Zakhar-Itkin, “Ob odnom klasse granichnykh zadach, imeyuschem primeneniya v teorii mnogovolnovykh linii peredachi”, UMN, 25:5 (1970), 241–242 | MR | Zbl

[3] M. Kh. Zakhar-Itkin, “O statistike koeffitsienta otrazheniya dissipativnoi mnogovolnovoi linii peredachi so sluchainymi dlinami proletov”, Teoriya veroyat. i ee primen., 18:2 (1973), 289–302 | MR | Zbl