Exponential stability for stochastic differential equation driven by G-Brownian motion.
Defei ZhangZengjing ChenPublished in: Appl. Math. Lett. (2012)
Keyphrases
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- vector valued
- stochastic processes
- heavy traffic
- sufficient conditions
- maximum a posteriori estimation
- queue length
- closed form solutions
- dynamical systems
- markov chain
- stochastic model
- dynamic programming
- random variables
- image processing
- higher order
- pairwise