검색결과 : 5건
No. | Article |
---|---|
1 |
A Note on Euler Approximations for Stochastic Differential Equations with Delay Gyongy I, Sabanis S Applied Mathematics and Optimization, 68(3), 391, 2013 |
2 |
A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching Li XY, Mao XR Automatica, 48(9), 2329, 2012 |
3 |
Razumikhin-Type Theorems on pth Moment Exponential Stability of Impulsive Stochastic Delay Differential Equations Peng SG, Zhang Y IEEE Transactions on Automatic Control, 55(8), 1917, 2010 |
4 |
STOCHASTIC EQUATIONS WITH DELAY: OPTIMAL CONTROL VIA BSDEs AND REGULAR SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS Fuhrman M, Masiero F, Tessitore G SIAM Journal on Control and Optimization, 48(7), 4624, 2010 |
5 |
Convergence in nonlinear filtering for stochastic delay systems Calzolari A, Florchinger P, Nappo G SIAM Journal on Control and Optimization, 46(5), 1615, 2007 |