hybrid stochastic differential equations
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
... continuous-time hybrid stochastic differential equations by feedback controls based on discrete-time state ...given hybrid SDEs in the sense of mean-square exponential ...
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Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
... of hybrid stochastic differential equations (SDEs) is the auto- matic control, with subsequent emphasis being placed on the analysis of stability ...the hybrid Itˆ o SDEs by ...
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Stabilisation of hybrid stochastic differential equations by delay feedback control
... of hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by delay feedback ...such equations has been ...
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Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations
... This is a continuation of the first author’s earlier paper [17] jointly with Pang and Deng. It is concerned with the long time dynamics of numerical simulations of hybrid stochastic differential ...
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Stabilisation of hybrid stochastic differential equations by feedback control based on discrete-time observations of state and mode
... time hybrid stochastic differential equations (SDEs) (also known as SDEs with Markovian switch- ing [14]) by feedback controls based on the discrete-time observations of the ...
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Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations
... for hybrid SDEs and there have been some further developments since then (see, ...ordinary differential equations (see, ...of hybrid SDEs is that both drift coefficient f and diffusion one g ...
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Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
... 12 4 5 6 7 8 9 10 13 14 15 16 17 Convergence analysis of the EM approximate solutions In this section, we will study the convergence of the EM approximate solutions for hybrid SDEs with [r] ...
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Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
... dx(t) = µ(r(t))x(t)dt + σ(r(t))x(t)dB(t), t ≥ 0 (2.1) with initial data x(0) = x 0 ∈ R and r(0) = r 0 ∈ S . Here, to avoid complicated notations, we let B(t) be a scalar Brownian motion while µ and σ are mappings from S ...
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Stabilization of hybrid systems by feedback control based on discrete-time state observations
... Recently, Mao [19] initiates the study the mean-square exponential stabilization of continuous-time hybrid stochastic differential equations by feedback controls based on discrete-time state ...
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Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
... pantograph stochastic differential equations(PSDEs) are special SDDEs that have unbounded delays (see ...where equations had linear drifts with unbounded delays and diffusions without ...
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Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems
... of differential delay equations (DDEs) while [31] contains a nice literature ...of stochastic differential delay equations (SDDEs), we mention five books [5, 13, 14, 15, 23] among ...
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Stability of highly nonlinear hybrid stochastic integro-differential delay equations
... the stochastic di ff erential delay equations (SD- DEs) have been studied ...delay equations where their coe ffi cients are either linear or nonlinear but bounded by linear ...nonlinear hybrid ...
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Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
... of stochastic differential delay equations are interesting ...nonlinear hybrid multiple-delay ...of equations are linear or nonlinear but bounded by linear ...of hybrid highly nonlinear ...
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Comparison theorem of one-dimensional stochastic hybrid delay systems
... o’s stochastic differential equations have received a lot of attention, for example, Anderson [1], Gal’cuk and Davis [4], Ikeda and Watanable [6], Mao [10], Skorohod [14], Yamada [18] and Yan [19] ...
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Almost sure exponential stability of hybrid stochastic functional differential equations
... corresponding hybrid stochastic differential equation (SDE) dy(t) = f (y(t), r(t), t)dt +g(y(t), r(t), t)dB(t) is almost surely exponentially stable, then there exists a positive number τ ∗ such that the ...
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The Osgood condition for stochastic partial differential equations
... For stochastic differential equations, the answer to the analogous question is given by Feller’s test for explosions; see [9, Chapter ...for stochastic partial differential ...
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Path Integral Methods for Stochastic Differential Equations
... Although Wiener introduced path integrals to study stochastic processes, these methods are not commonly used nor familiar to much of the neuroscience or applied mathematics community. There are many textbooks on ...
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Multidimensional stochastic differential equations with distributional drift
... other types of transforms to study similar equations. Indeed the transfor- mation introduced by Zvonkin in [27], when the drift is a function, is also stated in the multidimensional case. In a series of papers the ...
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Stochastic differential equations in a scale of Hilbert spaces
... dξ(t) = f (ξ(t))dt + B(ξ(t))dW (t) (1.1) in a Banach space X, where f and B are given vector and operator fields on X respectively and W a suitable Wiener process in X. The standard approach to such equations ...
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Backward stochastic differential equations with Young drift
... in stochastic filtering, (Dan and et al 2013) gives a formal meaning to the mixed SDE by using a flow decompo- sition which separates the stochastic integration from the deterministic rough path ...
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