Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations.
Xiaoyue LiXuerong MaoHongfu YangPublished in: CoRR (2020)
Keyphrases
- asymptotic stability
- stochastic differential equations
- sufficient conditions
- maximum a posteriori estimation
- closed loop
- brownian motion
- additive gaussian noise
- fractional brownian motion
- linear matrix inequality
- optimal control
- diffusion process
- convergence rate
- image segmentation
- control system
- differential equations
- lyapunov function