Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution

@inproceedings{Fital1991ConvergenceOT,
title={Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution},
author={Sandra Fital and Chun-Hua Guo},
year={1991}
}

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.