Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- MCSS
دوره 28 شماره
صفحات -
تاریخ انتشار 2016