Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
Optimization and Control
2015-04-27 v1
Abstract
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlin- earity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multiplicative noise.
Keywords
Cite
@article{arxiv.1504.06439,
title = {Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic},
author = {Viorel Barbu and Stefano Bonaccorsi and Luciano Tubaro},
journal= {arXiv preprint arXiv:1504.06439},
year = {2015}
}