Stochastic averaging principle for distribution dependent stochastic differential equations.

Guangjun Shen Jie Song Jiang-Lun Wu

Published in: Appl. Math. Lett. (2022)

Keyphrases

stochastic differential equations
brownian motion
maximum a posteriori estimation
gaussian distribution
random variables
differential equations
additive gaussian noise
stochastic model
probability distribution
em algorithm
optimal control
queue length
stochastic process
heavy tailed