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Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate.

Yangzi HuFuke WuChengming Huang
Published in: Int. J. Syst. Sci. (2012)
Keyphrases
  • stochastic differential equations
  • special case
  • brownian motion
  • hidden markov models
  • image processing
  • stock market
  • maximum a posteriori estimation