Quantized feedback control for Markovian jumping singular systems driven by fractional Brownian motions
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5707
Abstract: The quantized feedback control for a type of delayed Markovian jumping singular systems driven by fractional Brownian motions is investigated. Firstly, the input is quantized by a uniform operator consisting of a linear part to… read more here.
Keywords: brownian motions; fractional brownian; markovian jumping; quantized feedback ... See more keywords
Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5764
Abstract: This article is concerned with exponential mean square stabilization of stochastic systems driven by fractional Brownian motion subject to state‐delay and uncertainties by sliding mode control. By applying the proposed method, the states of the… read more here.
Keywords: square exponential; fractional brownian; stochastic systems; mean square ... See more keywords
Solvability and Stability for Neutral Stochastic Integro-differential Equations Driven by Fractional Brownian Motion with Impulses
Sign Up to like & getrecommendations! Published in 2018 at "Mediterranean Journal of Mathematics"
DOI: 10.1007/s00009-018-1253-2
Abstract: The paper is devoted to the existence, uniqueness and asymptotic behaviors of mild solution to neutral impulsive stochastic integro-differential equations driven by fractional Brownian motion with $$H\in (\frac{1}{2},1)$$H∈(12,1) by the theory of resolvent operator and… read more here.
Keywords: integro differential; fractional brownian; driven fractional; equations driven ... See more keywords
The Zero Set of Fractional Brownian Motion Is a Salem Set
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Fourier Analysis and Applications"
DOI: 10.1007/s00041-017-9551-9
Abstract: The existence of sets supporting a Borel measure such that its Fourier transform tends to zero at infinity can be traced back to the problem of uniqueness of trigonometric series, studied extensively by Cantor. Given… read more here.
Keywords: brownian motion; salem sets; fractional brownian; motion salem ... See more keywords
Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators
Sign Up to like & getrecommendations! Published in 2019 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-018-9648-x
Abstract: In recent years subordinated processes have been widely considered in the literature. These processes not only have wide applications but also have interesting theoretical properties. In this paper we consider fractional Brownian motion (FBM) time-changed… read more here.
Keywords: tempered stable; inverse tempered; fractional brownian; motion delayed ... See more keywords
Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2019 at "Numerical Algorithms"
DOI: 10.1007/s11075-019-00800-z
Abstract: In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the singularity… read more here.
Keywords: planck equation; fokker planck; tempered fractional; fractional brownian ... See more keywords
An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter
Sign Up to like & getrecommendations! Published in 2020 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-020-09214-4
Abstract: Let us consider a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $$1/4< H < 1/2$$ 1 / 4 < H < 1 / 2 . We are interested in estimating… read more here.
Keywords: fractional brownian; stochastic differential; driven fractional; brownian motion ... See more keywords
Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2017 at "Afrika Matematika"
DOI: 10.1007/s13370-016-0439-7
Abstract: We establish sufficient conditions for the controllability of a certain class of neutral stochastic functional integro-differential evolution equations in Hilbert spaces. The results are obtained using semigroup theory, resolvent operators and a fixed-point technique. An… read more here.
Keywords: integro; integro differential; evolution equations; fractional brownian ... See more keywords
Optimal Hölder Continuity and Hitting Probabilities for SPDEs with Rough Fractional Noises
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2022.126125
Abstract: We investigate the optimal Hölder continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brownian sheet with temporal index 1/2 and spatial index H ≤… read more here.
Keywords: fractional brownian; hitting probabilities; lder continuity; optimal lder ... See more keywords
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2017.07.001
Abstract: Abstract Let B a , b be a weighted-fractional Brownian motion with indexes a and b satisfying | b | 1 ∧ ( 1 + a ) , a > − 1 which is a… read more here.
Keywords: weighted fractional; limit theorems; fractional brownian; central limit ... See more keywords
Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.121565
Abstract: Abstract In this paper, we study a class of stochastic differential equations with a time-dependent diffusion driven by a fractional Brownian motion with Hurst parameter 1 ∕ 2 H 1 . By using a transformation… read more here.
Keywords: stochastic differential; equations time; differential equations; fractional brownian ... See more keywords