Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations.
Xiaoyue LiXuerong MaoHongfu YangPublished in: Math. Comput. (2021)
Keyphrases
- asymptotic stability
- stochastic differential equations
- sufficient conditions
- maximum a posteriori estimation
- closed loop
- brownian motion
- fractional brownian motion
- additive gaussian noise
- convergence rate
- long range
- linear matrix inequality
- control system
- optimal control
- stochastic processes
- control law
- lyapunov function
- neural network
- gaussian distribution
- differential equations
- reinforcement learning