This work is concerned with existence of weak solutions to discontinuous stochastic differential equations driven by multiplicative Gaussian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlinearity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multiplicative noise.

Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic / Barbu, Viorel; Bonaccorsi, Stefano; Tubaro, Luciano. - In: MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS. - ISSN 0932-4194. - 28:3(2016), pp. 2601-2628. [10.1007/s00498-016-0178-1]

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

Barbu, Viorel;Bonaccorsi, Stefano;Tubaro, Luciano
2016

Abstract

This work is concerned with existence of weak solutions to discontinuous stochastic differential equations driven by multiplicative Gaussian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlinearity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multiplicative noise.
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Barbu, Viorel; Bonaccorsi, Stefano; Tubaro, Luciano
Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic / Barbu, Viorel; Bonaccorsi, Stefano; Tubaro, Luciano. - In: MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS. - ISSN 0932-4194. - 28:3(2016), pp. 2601-2628. [10.1007/s00498-016-0178-1]
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11572/152314
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