Multi‐valued backward stochastic differential equations driven by G‐Brownian motion and its applications
Sign Up to like & getrecommendations! Published in 2017 at "Mathematical Methods in The Applied Sciences"
DOI: 10.1002/mma.4335
Abstract: In this paper, we prove the existence and uniqueness of a solution for a class of backward stochastic differential equations driven by G-Brownian motion with subdifferential operator by means of the Moreau–Yosida approximation method. Moreover,… read more here.
Keywords: stochastic differential; backward stochastic; brownian motion; equations driven ... See more keywords
Reflected solutions of backward stochastic differential equations driven by G-Brownian motion
Sign Up to like & getrecommendations! Published in 2018 at "Science China Mathematics"
DOI: 10.1007/s11425-017-9176-0
Abstract: In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by G-Brownian motion. The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of… read more here.
Keywords: stochastic differential; backward stochastic; equations driven; differential equations ... See more keywords
Stochastic Differential Equations with Perturbations Driven by G-Brownian Motion
Sign Up to like & getrecommendations! Published in 2020 at "Qualitative Theory of Dynamical Systems"
DOI: 10.1007/s12346-020-00411-3
Abstract: In this study, we investigate asymptotic property of the solutions for a class of perturbed stochastic differential equations driven by G-Brownian motion (G-SDEs, in short) by proposing a perturbed G-SDE with small perturbation for the… read more here.
Keywords: equations perturbations; stochastic differential; brownian motion; differential equations ... See more keywords
An experimentally-achieved information-driven Brownian motor shows maximum power at the relaxation time
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DOI: 10.1038/s41598-018-30495-6
Abstract: We present an experimental realization of an information-driven Brownian motor by periodically cooling a Brownian particle trapped in a harmonic potential connected to a single heat bath, where cooling is carried out by the information… read more here.
Keywords: information; time; information driven; motor ... See more keywords
Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Control"
DOI: 10.1080/00207179.2018.1435907
Abstract: ABSTRACT This paper investigates a class of stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion (G-SCSNTVD, in short). By means of inequality technique, kth vertex-Lyapunov functions and graph-theory, we obtain asymptotical… read more here.
Keywords: networks time; delay driven; time varying; varying delay ... See more keywords
Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
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DOI: 10.1080/00207179.2019.1575527
Abstract: ABSTRACT In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs, in short). In particular, we study the exponentially and quasi sure exponential stability of the square-mean almost… read more here.
Keywords: stochastic differential; brownian motion; equations driven; differential equations ... See more keywords
Stabilisation of multi-weights stochastic complex networks with time-varying delay driven by G-Brownian motion via aperiodically intermittent adaptive control
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Control"
DOI: 10.1080/00207179.2019.1577562
Abstract: This paper concerns the stabilisation problem of a class of multi-weights stochastic complex networks driven by G-Brownian motion (G-MSN) via aperiodically intermittent adaptive control. It is worth noting that the intermittent control we consider is… read more here.
Keywords: multi weights; control; brownian motion; weights stochastic ... See more keywords
Stability for stochastic reaction–diffusion systems driven by G-Brownian motion
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DOI: 10.1080/00207179.2021.1885742
Abstract: In this paper, we deal with a class of stochastic reaction–diffusion systems driven by G-Brownian motion (G-SRDSs, in short). The criterions on quasi-surely exponential stability and finite-time st... read more here.
Keywords: diffusion systems; reaction diffusion; systems driven; brownian motion ... See more keywords
Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Control"
DOI: 10.1080/00207179.2021.1916077
Abstract: This paper aims to design the feedback control based on past states to stabilize a class of nonlinear stochastic differential equations driven by G-Brownian motion. By building up the connection be... read more here.
Keywords: feedback; stochastic differential; brownian motion; equations driven ... See more keywords
Performance of optimal linear-response processes in driven Brownian motion far from equilibrium.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review. E"
DOI: 10.1103/physreve.106.064123
Abstract: Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are known analytically and… read more here.
Keywords: driven brownian; linear response; response processes; response ... See more keywords
Driven Brownian particle as a paradigm for a nonequilibrium heat bath: Effective temperature and cyclic work extraction.
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DOI: 10.1103/physreve.95.050103
Abstract: We apply the concept of a frequency-dependent effective temperature based on the fluctuation-dissipation ratio to a driven Brownian particle in a nonequilibrium steady state. Using this system as a thermostat for a weakly coupled harmonic… read more here.
Keywords: temperature; nonequilibrium; effective temperature; driven brownian ... See more keywords