화학공학소재연구정보센터
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