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Full-Text Articles in Physical Sciences and Mathematics
Almost Sure Asymptotic Stabilization Of Differential Equations With Time-Varying Delay By Lévy Noise, Dezhi Liu, Weiqun Wang, Jose Luis Menaldi
Almost Sure Asymptotic Stabilization Of Differential Equations With Time-Varying Delay By Lévy Noise, Dezhi Liu, Weiqun Wang, Jose Luis Menaldi
Mathematics Faculty Research Publications
This paper aims to determine that the Lévy noise can stabilize the given differential equations with time-varying delay, which has generalized the Brownian motion case. An analysis is developed and sufficient conditions on the stabilization for stochastic differential equations with time-varying delay are presented. Our stabilization criteria is in terms of linear matrix inequalities (LMIs), whence the feedback controls can be designed more easily in practice.
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Mathematics Faculty Research Publications
We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, rst order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.