Filippov approach in stochastic maximum principle without differentiability assumptions.
Finite-time synchronization of chaotic systems with noise perturbation
In this paper, we investigate the finite-time stochastic synchronization problem of two chaotic systems with noise perturbation. We propose new adaptive controllers, with which we can synchronize two chaotic systems in finite time. Sufficient conditions for the finite-time stochastic synchronization are derived based on the finite-time stability theory of stochastic differential equations. Finally, some numerical examples are examined to demonstrate the effectiveness and feasibility of the theoretical...
First-order autoregressive processes with time-dependent random parameters
Functional integro-differential stochastic evolution equations in Hilbert space.