)-Lipschitz shadowing of stochastic differential equations.

Qingyi Zhan Zhifang Zhang Xiangdong Xie

Published in: Appl. Math. Comput. (2020)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
long range
stochastic process
differential equations
non stationary
bayesian networks
optimal control
diffusion process
stochastic processes