A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion.
Chen FeiWeiyin FeiXuerong MaoPublished in: Appl. Math. Lett. (2023)
Keyphrases
- asymptotic stability
- sufficient conditions
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- diffusion process
- optimal control
- heavy tailed
- stochastic processes
- poisson process
- heavy traffic
- vector valued
- queue length
- maximum a posteriori estimation
- exponential stability
- probability distribution
- closed loop
- closed form solutions
- stationary distribution
- random variables
- inventory level
- robust stability
- delay dependent
- stochastic model
- gaussian distribution
- control strategy