Approximate controllability of stochastic differential systems driven by a Lévy process
From MaRDI portal
Publication:2871800
DOI10.1080/00207179.2013.786188zbMath1278.93052MaRDI QIDQ2871800
Yong Ren, Honglin Dai, Rathinasamy Sakthivel
Publication date: 9 January 2014
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2013.786188
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93B05: Controllability
93E03: Stochastic systems in control theory (general)
Related Items
Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise, Approximate controllability of abstract semilinear stochastic control systems with nonlocal conditions, Some existence results for a stochastic differential system with non-Lipschitz conditions, Unnamed Item, Approximate controllability of stochastic differential system with non-Lipschitz conditions, Approximate controllability for semilinear second-order stochastic evolution systems with infinite delay, On partialS-controllability of semilinear partially observable systems, Exponential stability for second-order neutral stochastic differential equations with impulses, Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses, Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces, Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients, Approximate controllability of second-order evolution differential inclusions in Hilbert spaces, Approximate controllability of impulsive neutral stochastic differential equations with fractional Brownian motion in a Hilbert space, Approximate controllability of a neutral stochastic fractional integro-differential inclusion with nonlocal conditions, The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators, Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay, Approximate controllability of second-order stochastic differential systems driven by a Lévy process, Approximate controllability of second-order semilinear evolution systems with finite delay, Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\), Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients, Approximate controllability for a class of fractional stochastic wave equations, Null controllability of nonlinear fractional stochastic large-scale neutral systems, Existence and optimal controls for fractional stochastic evolution equations of Sobolev type via fractional resolvent operators, Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise, Sample controllability of impulsive differential systems with random coefficients
Cites Work
- Unnamed Item
- Unnamed Item
- Complete controllability of stochastic evolution equations with jumps
- Constrained controllability of semilinear systems with delays
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- On Lévy processes, Malliavin calculus and market models with jumps
- Chaotic and predictable representations for Lévy processes.
- Approximate controllability of evolution systems with nonlocal conditions
- О простых идеалах первой степени
- Approximate Controllability for a Class of Semilinear Abstract Equations
- Approximate Controllability of Semilinear Deterministic and Stochastic Evolution Equations in Abstract Spaces
- On controllability of linear stochastic systems
- On Concepts of Controllability for Deterministic and Stochastic Systems
- Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance