SOLUTION APPROXIMATIONS FOR LYAPUNOV TYPE EQUATIONS ASSOCIATED WITH LINEAR STOCHASTIC EQUATIONS WITH UNBOUNDED COEFFICIENTS AND COUNTABLY INFINITE MARKOV JUMPS

SOLUTION APPROXIMATIONS FOR LYAPUNOV TYPE EQUATIONS ASSOCIATED WITH LINEAR STOCHASTIC EQUATIONS WITH UNBOUNDED COEFFICIENTS AND COUNTABLY INFINITE MARKOV JUMPS

This paper discuses solution properties of the Lyapunov-type equations (LEs), associated with a class of linear stochastic equations with unbounded coefficients and countably infinite Markov jumps. It is proved that the mild solutions of these LEs can be obtained as weak limits of sequences of st...

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Bibliographic Details
Main Authors: Iuliana Carmen BĂRBĂCIORU, Viorica Mariela UNGUREANU
Format: Article
Language:English
Published: Academica Brancusi 2018-05-01
Series:Fiabilitate şi Durabilitate
Subjects:
Lyapunov type equations
mild solution
strong solution
stochastic differential equations.
Online Access:http://www.utgjiu.ro/rev_mec/mecanica/pdf/2018-01/75_Iuliana%20Carmen%20B%C4%82RB%C4%82CIORU,%20%20Viorica%20Mariela%20UNGUREANU%20-%20SOLUTION%20APPROXIMATIONS%20FOR%20LYAPUNOV%20TYPE%20EQUATIONS%20ASSOCIATED%20WITH%20LINEAR%20STOCHASTIC%20EQUATIONS%20WITH%20UNBOUNDED%20COEFFICIENTS%20AND%20COU.pdf

Internet

http://www.utgjiu.ro/rev_mec/mecanica/pdf/2018-01/75_Iuliana%20Carmen%20B%C4%82RB%C4%82CIORU,%20%20Viorica%20Mariela%20UNGUREANU%20-%20SOLUTION%20APPROXIMATIONS%20FOR%20LYAPUNOV%20TYPE%20EQUATIONS%20ASSOCIATED%20WITH%20LINEAR%20STOCHASTIC%20EQUATIONS%20WITH%20UNBOUNDED%20COEFFICIENTS%20AND%20COU.pdf

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