Exact linearization of stochastic dynamical systems by state space coordinate transformation and feedback. II: -linearization.
Exact linearization of stochastic dynamical systems by state space coordinate transformation and feedback. I: -linearization.
Existence and uniqueness to the Cauchy problem for linear and semilinear parabolic equations with local conditions⋆
We consider the Cauchy problem in ℝd for a class of semilinear parabolic partial differential equations that arises in some stochastic control problems. We assume that the coefficients are unbounded and locally Lipschitz, not necessarily differentiable, with continuous data and local uniform ellipticity. We construct a classical solution by approximation with linear parabolic equations. The linear equations involved can not be solved with the traditional...
Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps
The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, where the jump processes are widely used to describe the asset and commodity price dynamics. This paper addresses the issue of approximate controllability of impulsive fractional stochastic differential...
Existence theorem for nonconvex stochastic inclusions.
Exponential filter design for stochastic Markovian jump systems with both discrete and distributed time-varying delays
This paper is concerned with the exponential filter design problem for stochastic Markovian jump systems with time-varying delays, where the time-varying delays include not only discrete delays but also distributed delays. First of all, by choosing a modified Lyapunov-Krasovskii functional and employing the property of conditional mathematical expectation, a novel delay-dependent approach is developed to deal with the mean-square exponential stability problem and control problem. Then, a mean-square...
Exponential stability of stochastic discrete-time, periodic systems in Hilbert spaces.