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

DOI10.1007/S00498-016-0178-1zbMATH Open1356.60088arXiv1504.06439OpenAlexW2125611870MaRDI QIDQ329115FDOQ329115

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)

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.

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

Recommendations

• scientific article; zbMATH DE number 1526029
• Weak solutions of stochastic differential equations with discontinuous coefficients
• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
• scientific article; zbMATH DE number 3983035
• Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides

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)

Cites Work

• Title not available (Why is that?)
• Differential equations with discontinuous right-hand side
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Title not available (Why is that?)
• Optimal control approach to nonlinear diffusion equations driven by Wiener noise
• Stochastic Equations in Infinite Dimensions
• A variational approach to stochastic nonlinear parabolic problems
• On Designing of Sliding-Mode Control for Stochastic Jump Systems
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• A stochastic filippov theorem
• Existence of strong solutions for Itô's stochastic equations via approximations
• A non-convex setup for multivalued differential equations driven by oblique subgradients
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Stochastically perturbed sliding motion in piecewise-smooth systems
• Stochastic variational inequalities on non-convex domains

Cited In (8)

• Exact controllability of stochastic differential equations with multiplicative noise
• Optimal feedback controllers for a stochastic differential equation with reflection
• Feedback optimal controllers for the Heston model
• A stochastic optimal control problem with feedback inputs
• Title not available (Why is that?)
• Optimal control of stochastic differential equations via Fokker-Planck equations
• Stochastic porous media equations with divergence Itô noise
• Title not available (Why is that?)

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q329115)