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Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method.

Maja ObradovicMarija Milosevic
Published in: J. Comput. Appl. Math. (2017)
Keyphrases
  • cost function
  • special case
  • error rate
  • multiscale
  • em algorithm
  • random variables
  • mathematical model
  • stochastic differential equations