Ulam-Hyers-Rassias stability for stochastic differential equations driven by the time-changed Brownian motion.
Qinyi LongChunhua YangZhi LiLiping XuPublished in: Syst. Control. Lett. (2024)
Keyphrases
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- heavy traffic
- stochastic processes
- vector valued
- maximum a posteriori estimation
- queue length
- closed form solutions
- long run
- machine learning
- control strategy
- sufficient conditions
- markov chain
- edge detection
- image processing