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

DOI10.1007/S00498-016-0178-1MaRDI QIDQ329115zbMATH OpenOpenAlexFDO

Authors Viorel Barbu, S. Bonaccorsi, Luciano Tubaro

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)

Abstract: This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlin- earity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multiplicative noise.

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Cited in

(8)

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