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

DOI10.1007/S11071-015-2249-0zbMATH Open1348.34106OpenAlexW856194921MaRDI QIDQ330820FDOQ330820

Authors: 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

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zbMATH Keywords

fractional Brownian motionfractional Ito formulanonlinear stochastic differential equations

Mathematics Subject Classification ID

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

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

Cited In (11)

• Linearization criteria for systems of two second-order stochastic ordinary differential equations
• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
• Robust \(H_\infty\) sliding mode control scheme for uncertain fractional stochastic systems: nonlinear analysis and design
• Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
• A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion
• Quantized feedback control for Markovian jumping singular systems driven by fractional Brownian motions
• Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion
• 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
• Observer-based SMC for stochastic systems with disturbance driven by fractional Brownian motion
• Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise

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