Controllability of nonlinear impulsive Ito type stochastic systems

Sakthivel, R.

International Journal of Applied Mathematics and Computer Science, Tome 19 (2009) no. 4, pp. 589-595.

Résumé

In this article, we consider finite dimensional dynamical control systems described by nonlinear impulsive Ito type stochastic integrodifferential equations. Necessary and sufficient conditions for complete controllability of nonlinear impulsive stochastic systems are formulated and proved under the natural assumption that the corresponding linear system is appropriately controllable. A fixed point approach is employed for achieving the required result.

Détail

Keywords: complete controllability, resolvent matrix, impulsive Ito type stochastic equations, Brownian motion
Mots-clés : sterowalność zupełna, równanie Ito, ruchy Browna

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