The Stochastic Logarithmic Norm for Stability Analysis of Stochastic Differential Equations
Sk. Safique AhmadNagalinga RajanSoumyendu RahaPublished in: CoRR (2008)
Keyphrases
- stability analysis
- stochastic differential equations
- brownian motion
- maximum a posteriori estimation
- nonlinear systems
- additive gaussian noise
- fractional brownian motion
- stochastic process
- differential equations
- stochastic processes
- optimal control
- long range
- diffusion process
- closed form solutions
- neural network
- noisy images
- heavy traffic
- non stationary
- evolutionary algorithm
- reinforcement learning