Approximate Controllability of Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion

Jingyun Lv; Xiaoyuan Yang

doi:10.1007/s40840-019-00825-6

Approximate Controllability of Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion

Jingyun Lv
, Xiaoyuan Yang^*

^*Corresponding author for this work

School of Mathematical Sciences

Beihang University

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

Existing works on approximate controllability often assume that the nonlinear item is uniformly bounded and the corresponding fractional linear system is approximate controllable, which is, however, too constrained. In this paper, we omit these two assumptions and investigate the approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion. We also demonstrate that our results can be extended to fractional stochastic differential equations with bounded delay.

Original language	English
Pages (from-to)	2605-2626
Number of pages	22
Journal	Bulletin of the Malaysian Mathematical Sciences Society
Volume	43
Issue number	3
DOIs	https://doi.org/10.1007/s40840-019-00825-6
State	Published - 1 May 2020

Keywords

Approximate controllability
Fractional Brownian motion
Fractional stochastic differential equations

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10.1007/s40840-019-00825-6

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abstract = "Existing works on approximate controllability often assume that the nonlinear item is uniformly bounded and the corresponding fractional linear system is approximate controllable, which is, however, too constrained. In this paper, we omit these two assumptions and investigate the approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion. We also demonstrate that our results can be extended to fractional stochastic differential equations with bounded delay.",

keywords = "Approximate controllability, Fractional Brownian motion, Fractional stochastic differential equations",

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N2 - Existing works on approximate controllability often assume that the nonlinear item is uniformly bounded and the corresponding fractional linear system is approximate controllable, which is, however, too constrained. In this paper, we omit these two assumptions and investigate the approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion. We also demonstrate that our results can be extended to fractional stochastic differential equations with bounded delay.

AB - Existing works on approximate controllability often assume that the nonlinear item is uniformly bounded and the corresponding fractional linear system is approximate controllable, which is, however, too constrained. In this paper, we omit these two assumptions and investigate the approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion. We also demonstrate that our results can be extended to fractional stochastic differential equations with bounded delay.

KW - Approximate controllability

KW - Fractional Brownian motion

KW - Fractional stochastic differential equations

UR - https://www.scopus.com/pages/publications/85071123246

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Approximate Controllability of Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion

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Keywords

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