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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
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stochastic differential equations
highly nonlinear
maximum a posteriori estimation
brownian motion
closed form
real time
differential equations
additive gaussian noise
fractional brownian motion