Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4623731 | Journal of Mathematical Analysis and Applications | 2006 | 10 Pages |
Abstract
We consider the initial value problem for a nonsymmetric matrix Riccati differential equation, where the four coefficient matrices form an M-matrix. We show that for a wide range of initial values the Riccati differential equation has a global solution X(t) on [0,∞) and X(t) converges to the stable equilibrium solution as t goes to infinity.
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