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Convergence and stability of impulsive stochastic differential equations.

M. H. SongH. Z. YangM. Z. Liu
Published in: Int. J. Comput. Math. (2017)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • noise reduction
  • additive gaussian noise
  • differential equations
  • fractional brownian motion