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Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation.

Marija Milosevic
Published in: Appl. Math. Comput. (2014)
Keyphrases
  • stochastic differential equations
  • highly nonlinear
  • maximum a posteriori estimation
  • brownian motion
  • closed form
  • real time
  • differential equations
  • additive gaussian noise
  • fractional brownian motion