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Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching.

Anandaraman RathinasamyKrishnan Balachandran
Published in: Appl. Math. Comput. (2008)
Keyphrases
  • finite difference
  • cost function
  • dynamic programming
  • high order
  • image processing
  • multiresolution
  • closed form
  • wavelet packet
  • stochastic differential equations