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

被引：8

作者：

Barbu, Viorel ^{[1
,2
]}

Bonaccorsi, Stefano ^{[3
]}

Tubaro, Luciano ^{[3
]}

机构：

[1] Alexandru Ioan Cuza Univ, Iasi, Romania

[2] Inst Math Octav Mayer, Iasi, Romania

[3] Univ Trento, Dept Math, Trento, Italy

来源：

MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS | 2016年 / 28卷 / 03期

关键词：

Stochastic differential equations; Sliding mode dynamics; SYSTEMS;

D O I：

10.1007/s00498-016-0178-1

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页数：28

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