具有多时滞和泊松跳的半线性随机积分微分系统的近似可控性

IF 1.1 2区经济学 Q3 BUSINESS, FINANCE Finance and Stochastics Pub Date : 2022-07-31 DOI:10.1080/17442508.2022.2105145

A. Annamalai, Ravikumar Kasinathan, Ramkumar Kasinathan

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引用次数: 0

摘要

本文的目的是解释无限维空间中具有多时滞和泊松跳的半线性随机积分微分系统的近似可控性。建立了半线性控制系统近似可控的充分条件。利用Banach不动点定理和Grimmer[解析算子]中关于Banach空间中积分方程的解析算子理论，得到了上述结果。点。数学。《社会法学》第273卷(1982)，第333 - 349页。通过算例验证了该方法的有效性。

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Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control

The objective of this paper is to interpret the approximate controllability of a semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control in infinite-dimensional spaces. Sufficient conditions for the approximate controllability of semi-linear control system have been established. The results are obtained using the Banach fixed point theorem and the theory of resolvent operator developed in Grimmer [Resolvent operator for integral equations in Banach spaces, Trans. Am. Math. Soc. 273 (1982), pp. 333– 349.]. An example is introduced to show the effectiveness of the result.

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来源期刊

Finance and Stochastics 管理科学-数学跨学科应用

CiteScore

2.90

自引率

5.90%

发文量

审稿时长

>12 weeks

期刊介绍： The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.

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