Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay.
Guihua ZhaoMinghui SongM. Z. LiuPublished in: Appl. Math. Comput. (2010)
Keyphrases
- stochastic differential equations
- exponential stability
- maximum a posteriori estimation
- brownian motion
- cellular neural networks
- sufficient conditions
- delay dependent
- fractional brownian motion
- additive gaussian noise
- hopfield neural network
- long range
- differential equations
- lyapunov function
- stochastic process
- neural network
- optimal control
- heavy traffic
- steady state
- denoising
- probabilistic model
- dynamic programming