Contribución al estudio de la integral estocástica.
Control of a class of chaotic systems by a stochastic delay method
A delay stochastic method is introduced to control a certain class of chaotic systems. With the Lyapunov method, a suitable kind of controllers with multiplicative noise is designed to stabilize the chaotic state to the equilibrium point. The method is simple and can be put into practice. Numerical simulations are provided to illustrate the effectiveness of the proposed controllable conditions.
Contrôle des systèmes linéaires quadratiques : applications de l'intégrale stochastique
Contrôle stochastique continu et martingales
Controllability of nonlinear impulsive Ito type stochastic systems
In this article, we consider finite dimensional dynamical control systems described by nonlinear impulsive Ito type stochastic integrodifferential equations. Necessary and sufficient conditions for complete controllability of nonlinear impulsive stochastic systems are formulated and proved under the natural assumption that the corresponding linear system is appropriately controllable. A fixed point approach is employed for achieving the required result.
Controllability of semilinear stochastic evolution equations in Hilbert space.
Controllability of semilinear stochastic integrodifferential systems
In this paper we study the approximate and complete controllability of stochastic integrodifferential system in finite dimensional spaces. Sufficient conditions are established for each of these types of controllability. The results are obtained by using the Picard iteration technique.
Controllability of three-dimensional Navier–Stokes equations and applications
We formulate two results on controllability properties of the 3D Navier–Stokes (NS) system. They concern the approximate controllability and exact controllability in finite-dimensional projections of the problem in question. As a consequence, we obtain the existence of a strong solution of the Cauchy problem for the 3D NS system with an arbitrary initial function and a large class of right-hand sides. We also discuss some qualitative properties of admissible weak solutions for randomly forced NS...
Controlled diffusion processes.
Controlling the stochastic sensitivity in thermochemical systems under incomplete information
Complex dynamic regimes connected with the noise-induced mixed-mode oscillations in the thermochemical model of flow reactor are studied. It is revealed that the underlying reason of such excitability is in the high stochastic sensitivity of the equilibrium. The problem of stabilization of the excitable equilibrium regimes is investigated. We develop the control approach using feedback regulators which reduce the stochastic sensitivity and keep the randomly forced system near the stable equilibrium....
Convergence analysis for asymmetric Deffuant-Weisbuch model
In this paper, we investigate the convergence behavior of the asymmetric Deffuant-Weisbuch (DW) models during the opinion evolution. Based on the convergence of the asymmetric DW model that generalizes the conventional DW model, we first propose a new concept, the separation time, to study the transient behavior during the DW model's opinion evolution. Then we provide an upper bound of the expected separation time with the help of stochastic analysis. Finally, we show relations of the separation...
Convergence des approximations de McShane d'une diffusion sur une variété compacte
Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Convergence in Dirichlet law of certain stochastic integrals.
Convergence in fractional models and applications.
Convergence in incomplete market models.
Convergence model of interest rates of CKLS type
This paper deals with convergence model of interest rates, which explains the evolution of interest rate in connection with the adoption of Euro currency. Its dynamics is described by two stochastic differential equations – the domestic and the European short rate. Bond prices are then solutions to partial differential equations. For the special case with constant volatilities closed form solutions for bond prices are known. Substituting its constant volatilities by instantaneous volatilities we...
Convergence of iterative algorithms to common random fixed points of random operators.
Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group