Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations.
Xuerong MaoPublished in: SIAM J. Numer. Anal. (2015)
Keyphrases
- numerical simulations
- exponential stability
- stochastic differential equations
- sufficient conditions
- maximum a posteriori estimation
- brownian motion
- hopfield neural network
- theoretical analysis
- cellular neural networks
- fractional brownian motion
- lyapunov function
- vector valued
- differential equations
- diffusion process
- real time
- dynamical systems
- non stationary
- markov random field
- higher order
- bayesian networks
- image sequences
- computer vision