Zhongmin Qian, Xun Yu Zhou. Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations. SIAM J. Control and Optimization, 51(1):221-229, 2013. [doi]
@article{QianZ13,
title = {Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations},
author = {Zhongmin Qian and Xun Yu Zhou},
year = {2013},
doi = {10.1137/120873777},
url = {http://dx.doi.org/10.1137/120873777},
researchr = {https://researchr.org/publication/QianZ13},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {51},
number = {1},
pages = {221-229},
}