Stability Analysis of Neutral Fractional Stochastic Differential Equations Driven by Mixed Brownian Motion and Subfractional Brownian Motion With Applications in the I-Cub Robot.
C. MattuvarkuzhaliP. BalasubramaniamMeng Joo ErPublished in: IEEE Trans. Syst. Man Cybern. Syst. (2023)
Keyphrases
- brownian motion
- stochastic differential equations
- stability analysis
- stochastic process
- differential equations
- optimal control
- diffusion process
- poisson process
- vector valued
- stochastic processes
- heavy traffic
- queue length
- closed form solutions
- markov chain
- maximum a posteriori estimation
- arrival rate
- special case
- real time
- inventory level
- heavy tailed
- dynamic programming
- fractional brownian motion