Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic

DOI10.1007/S00498-016-0178-1zbMath1356.60088arXiv1504.06439OpenAlexW2125611870MaRDI QIDQ329115

Viorel Barbu, Stefano Bonaccorsi

Publication date: 21 October 2016

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06439

zbMATH Keywords

stochastic differential equationssliding mode dynamicsmultiplicative Gaussian noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

Optimal control of stochastic differential equations via Fokker-Planck equations ⋮ A stochastic optimal control problem with feedback inputs ⋮ Feedback optimal controllers for the Heston model ⋮ Exact controllability of stochastic differential equations with multiplicative noise ⋮ Optimal Feedback Controllers for a Stochastic Differential Equation with Reflection ⋮ Stochastic porous media equations with divergence Itô noise

Cites Work

• Unnamed Item
• Unnamed Item
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Optimal control approach to nonlinear diffusion equations driven by Wiener noise
• Stochastically perturbed sliding motion in piecewise-smooth systems
• Stochastic variational inequalities on non-convex domains
• A variational approach to stochastic nonlinear parabolic problems
• A non-convex setup for multivalued differential equations driven by oblique subgradients
• Existence of strong solutions for Itô's stochastic equations via approximations
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• A stochastic filippov theorem
• Stochastic Equations in Infinite Dimensions
• On Designing of Sliding-Mode Control for Stochastic Jump Systems
• Differential equations with discontinuous right-hand side
• Nonlinear Differential Equations of Monotone Types in Banach Spaces

This page was built for publication: Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic