Existence of Solution for a Class of Stochastic Riccati Equations
XU Jie1,2, LV Xianrui2
1. College of Sciences, Jilin Institute of Chemical Technology, Jilin 132022, Jilin Province, China;2. College of Mathematics, Jilin University, Changchun 130012, China
XU Jie, LV Xianrui. Existence of Solution for a Class of Stochastic Riccati Equations[J].Journal of Jilin University Science Edition, 2017, 55(03): 613-616.