Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation.
Marija MilosevicPublished in: Math. Comput. Model. (2013)
Keyphrases
- stochastic differential equations
- highly nonlinear
- exponential stability
- maximum a posteriori estimation
- brownian motion
- sufficient conditions
- fractional brownian motion
- additive gaussian noise
- delay dependent
- highly complex
- closed form solutions
- pid controller
- non stationary
- stochastic process
- hopfield neural network
- differential equations
- real time
- cellular neural networks
- queueing networks
- control method
- pairwise
- optimal solution