Login / Signup

An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion.

Marija Milosevic
Published in: Appl. Math. Comput. (2016)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • optimal solution
  • additive gaussian noise