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
2016-01-01
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.| File | Dimensione | Formato | |
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