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Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler-Maruyama method.
Shounian Deng
Chen Fei
Weiyin Fei
Xuerong Mao
Published in:
Appl. Math. Lett. (2019)
Keyphrases
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brownian motion
dynamic programming
mathematical model
differential equations
stochastic differential equations
optimal control
diffusion process
multiscale