Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay.
Guangqiang LanFang XiaQiushi WangPublished in: J. Comput. Appl. Math. (2019)
Keyphrases
- exact solution
- numerical methods
- stochastic differential equations
- differential equations
- brownian motion
- column generation
- maximum a posteriori estimation
- numerical solution
- lower bound
- partial differential equations
- additive gaussian noise
- optimal solution
- dynamical systems
- optimal control
- fractional brownian motion
- branch and bound
- higher order
- feature space
- object recognition