linear stochastic differential systems
Exact null controllability of semi-linear stochastic differential systems with nonlocal condition
... semi-linear stochastic differential systems with nonlocal ...to stochastic differential control system provides a motivation for abstract ...
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Stochastic Stability and Stabilization of Semi-Markov Jump Linear Systems with Uncertain Transition Rates
... jump linear systems (JLSs) have re- ceived increasing attention [1-3] due to their poten- tials of modeling systems subject to abrupt changes and variations in their structures or their parameters, ...
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Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
... delay differential equations are widely used to model stochastic systems whose evolution depends on past history of the ...those systems may often experience abrupt changes in their structures ...
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The truncated Milstein method for stochastic differential equations with commutative noise
... One of the natural candidates to tackle the divergence caused by the non-linearities in coefficients is implicit method. Many works have been devoted to implicit methods [10–21]. Despite the good performance of the ...
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Approximate controllability of multi-term time-fractional stochastic differential inclusions with nonlocal conditions
... finite-dimensional systems and dif- ferent in the case of infinite-dimensional ...of linear systems in finite- dimensional spaces and controllability of fractional evolution dynamical systems ...
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Approximate controllability of fractional impulsive neutral stochastic differential equations with nonlocal conditions
... deterministic systems often fluctuate due to environmental ...the stochastic differential ...of stochastic or deterministic systems all have received extensive ...dimensional linear ...
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Mean-field type games between two players driven by backward stochastic differential equations
... forward-backward systems of stochastic differential equations, arising both in dynamic programming and from the Pontryagin type stochastic maximum ...particle systems in ...the ...
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Stability of numerical method for semi linear stochastic pantograph differential equations
... of stochastic systems, the stability analysis caused much more attention ...of stochastic differential equations themselves, it is difficult for us to get an- alytical solution of equations, therefore, ...
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A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION
... a linear SDE to some target ...a linear signal on some number of ...for systems of ODEs describing the mathematical expectation and covariance matrix of the original ...
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Stability of stochastic differential equations in infinite dimensions
... particular, stochastic partial differential equations with finite or infinite delays seem very important as models of biological, chemical, physical and eco- nomical ...such systems have at- tracted ...
203
Sufficient conditions for non stability of stochastic differential systems
... where W(t) is a standard one dimensional Brownian motion, σ is a constant, and b(x) is a function which satisfies the Lipschitz condition and the linear growth condition. Let Y(t) = X(t) exp { –σ W (t) } , by the ...
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Region stability of linear stochastic discrete systems with time delays
... discrete stochastic time-delay sys- ...discrete stochastic time- delay ...of linear stochastic discrete time-delay ...discrete stochastic time-delay systems on some LMI ...
10
Stochastic linear quadratic control problem of switching systems with constraints
... The Linear Quadratic (LQ) problem was mathematically formulated and solved, as well as the filtering one, in the s by Kalman ...of stochastic LQ control problems has been performed by Bismut ...
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Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems
... The remainder of this paper is organized as follows. The problem setting is described in Section 2. In Section 3, we present the main results pertaining to the distributed reced- ing horizon filtering for a multisensor ...
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Backward-forward linear-quadratic mean-field games with major and minor agents
... mean-field linear-quadratic (LQ) games with major and minor agents in a backward-forward ...ward stochastic differential equation (BSDE) while the minor agents are modeled by some (forward) ...
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Variational iteration method for solving nth-order fuzzy integro-differential equations
... Saeid Moloudzadeh was born in the Naghadeh-Iran in 1976. He re- ceived B.Sc degree in mathematics and M.Sc degree in applied mathe- matics from Payam-e-Noor Univer- sity of Naghadeh, science and re- search Branch, IAU to ...
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Stochastic Differential Equations: Models and Numerics - Free Computer, Programming, Mathematics, Technical Books, Lecture Notes and Tutorials
... for differential equations, since we may formulate the objective – for instance to optimally reconstruct measured data or to find an optimal design – with the differential equation as a ...
193
Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines
... In terms of the numeric procedure developed in this paper, within fi nance there are two applications that have potential for development. The fi rst application is to the forward rate equation formulated under the Musiela ...
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Razumikhin Type Theorems on p th Moment Stability for Stochastic Switching Nonlinear Systems with Delay
... a stochastic switching delay nonlinear system is constructed to show the efficiency of the ...the systems with delay and the red describes the systems without ...
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RESOLUTION OF SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS ON CONSTANT COEFFICIENTS
... solving differential equations as there is no general method for solving these ...of differential equations that the system of differential equations is not very developed yet many books to refer ...
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