Displaying similar documents to “Stochastic Modulation Equations on Unbounded Domains”

Attainability analysis in the problem of stochastic equilibria synthesis for nonlinear discrete systems

Irina Bashkirtseva, Lev Ryashko (2013)

International Journal of Applied Mathematics and Computer Science

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A nonlinear discrete-time control system forced by stochastic disturbances is considered. We study the problem of synthesis of the regulator which stabilizes an equilibrium of the deterministic system and provides required scattering of random states near this equilibrium for the corresponding stochastic system. Our approach is based on the stochastic sensitivity functions technique. The necessary and important part of the examined control problem is an analysis of attainability. For...

Some applications of Girsanov's theorem to the theory of stochastic differential inclusions

Micha Kisielewicz (2003)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.