Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach

DOI10.1007/s11071-015-2249-0zbMath1348.34106OpenAlexW856194921MaRDI QIDQ330820

Khosro Khandani, Vahid Johari Majd, Mahdieh Tahmasebi

Publication date: 26 October 2016

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-015-2249-0

zbMATH Keywords

fractional Brownian motionnonlinear stochastic differential equationsfractional Ito formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (7)

Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise ⋮ Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion ⋮ Quantized feedback control for Markovian jumping singular systems driven by fractional Brownian motions ⋮ Stochastic bounded consensus for multi-agent systems with fractional Brownian motions via sliding mode control ⋮ Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion ⋮ Linearization criteria for systems of two second-order stochastic ordinary differential equations ⋮ Observer-based SMC for stochastic systems with disturbance driven by fractional Brownian motion

Cites Work

• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic Control for Linear Systems Driven by Fractional Noises

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