Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations.
Xuerong MaoYi ShenAlison J. GrayPublished in: J. Comput. Appl. Math. (2011)
Keyphrases
- stochastic differential equations
- exponential stability
- maximum a posteriori estimation
- brownian motion
- sufficient conditions
- hopfield neural network
- fractional brownian motion
- additive gaussian noise
- cellular neural networks
- stochastic process
- poisson process
- differential equations
- optimal control
- non stationary
- learning algorithm
- gaussian distribution
- special case