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Controllability of stochastic differential equations with Markovian switching.

Guangliang ZhaoZhixin YangQuan YuanLe Yi Wang
Published in: Allerton (2017)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • additive gaussian noise
  • differential equations
  • fractional brownian motion
  • state space
  • stochastic processes
  • heavy traffic