Averaging principle for fractional stochastic differential equations with Lp convergence.

Zhaoyang Wang Ping Lin

Published in: Appl. Math. Lett. (2022)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
long range
cost function
noisy images
optimal control
stochastic process
poisson process
image sequences
reinforcement learning