Asymptotical boundedness and stability for stochastic differential equations with delay driven by G-Brownian motion.
Wensheng YinYong RenPublished in: Appl. Math. Lett. (2017)
Keyphrases
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- vector valued
- stochastic processes
- heavy traffic
- maximum a posteriori estimation
- sufficient conditions
- closed form solutions
- queue length
- queueing networks
- fractional brownian motion
- stochastic model
- inventory level
- dynamic programming
- markov chain
- scale space