Stability analysis of stochastic differential equations with Markovian switching.

Fubo Zhu Zhengzhi Han Junfeng Zhang

Published in: Syst. Control. Lett. (2012)

Keyphrases

stability analysis
stochastic differential equations
maximum a posteriori estimation
brownian motion
nonlinear systems
additive gaussian noise
fractional brownian motion
real time
machine learning
decision making
parameter estimation
fuzzy model
optimal control
long range
heavy traffic