This article is cited in 6 papers

Stochastic Systems

The Riccati equations in the stability of stochastic linear systems with delay

A. A. Kovalev^a, V. B. Kolmanovskiĭ^a, L. E. Shaikhet<sup>b

a</sup> Moscow State Institute of Electronics and Mathematics
^b Donetsk State Academy of Management

UDC: 62-505.32

MSC: Primary 34F05; Secondary 60H10


Received: 20.11.1997

 English version: Automation and Remote Control, 1998, 59:10, 1379–1394

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