Ergodic numerical approximation to periodic measures of stochastic differential equations.

Chunrong Feng Yu Liu Huaizhong Zhao

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
differential equations
markov chain
optimal control
stochastic processes
hidden markov models
probability distribution
stochastic process