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MR1247681 (94k:34107) 34F05 (34G20 60H10)
Dorogovtsev, A. Ya. Stationary and periodic solutions of the Riccati operator equation with random perturbation. (Russian) Ukraïn. Mat. Zh. 45 (1993), no. 5, 609--615; translation in Ukrainian Math. J. 45 (1993), no. 5, 662--670 (1994)
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