p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion.
Lanying HuYong RenTianbao XuPublished in: Appl. Math. Comput. (2014)
Keyphrases
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- stochastic process
- optimal control
- diffusion process
- poisson process
- vector valued
- closed form solutions
- additive gaussian noise
- stochastic processes
- heavy traffic
- queue length
- higher order
- optimal solution
- asymptotically optimal
- arrival rate
- production system
- multiscale