H∞ Sampled-Data Control for Uncertain Fuzzy Systems under Markovian Jump and FBm
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2023.128014
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Xie, Jing & Kao, Yonggui & Wang, Changhong & Gao, Cunchen, 2015. "Delay-dependent robust stability of uncertain neutral-type Itoˆ stochastic systems with Markovian jumping parameters," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 576-585.
- Robert J. Elliott & John Van Der Hoek, 2003. "A General Fractional White Noise Theory And Applications To Finance," Mathematical Finance, Wiley Blackwell, vol. 13(2), pages 301-330, April.
- Fu, Xiaozheng & Zhu, Quanxin, 2020. "Exponential stability of neutral stochastic delay differential equation with delay-dependent impulses," Applied Mathematics and Computation, Elsevier, vol. 377(C).
- Hong, Phan Thanh & Binh, Cao Tan, 2018. "A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 127-136.
- Bender, Christian, 2003. "An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter," Stochastic Processes and their Applications, Elsevier, vol. 104(1), pages 81-106, March.
- M. Mishra & B. Prakasa Rao, 2011. "Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion," Statistical Inference for Stochastic Processes, Springer, vol. 14(2), pages 101-109, May.
- Khosro Khandani & Vahid Johari Majd & Mahdieh Tahmasebi, 2017. "Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(4), pages 828-837, March.
- Zhi Li & Yuan Yuan Jing & Liping Xu, 2019. "Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2," International Journal of Systems Science, Taylor & Francis Journals, vol. 50(9), pages 1835-1846, July.
- Boufoussi, Brahim & Hajji, Salah, 2017. "Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 222-229.
- Yang, Wei & Cui, Guozeng & Ma, Qian & Ma, Jiali & Tao, Chongben, 2022. "Finite-time adaptive event-triggered command filtered backstepping control for a QUAV," Applied Mathematics and Computation, Elsevier, vol. 423(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yan, Litan, 2004. "Maximal inequalities for the iterated fractional integrals," Statistics & Probability Letters, Elsevier, vol. 69(1), pages 69-79, August.
- Bender, Christian, 2014. "Backward SDEs driven by Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 2892-2916.
- Lebovits, Joachim & Lévy Véhel, Jacques & Herbin, Erick, 2014. "Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 678-708.
- Stoyan V. Stoyanov & Yong Shin Kim & Svetlozar T. Rachev & Frank J. Fabozzi, 2017. "Option pricing for Informed Traders," Papers 1711.09445, arXiv.org.
- Grecksch Wilfried & Roth Christian, 2008. "A quasilinear stochastic partial differential equation driven by fractional white noise," Monte Carlo Methods and Applications, De Gruyter, vol. 13(5-6), pages 353-367, January.
- Alpay, Daniel & Attia, Haim & Levanony, David, 2010. "On the characteristics of a class of Gaussian processes within the white noise space setting," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1074-1104, July.
- Cao, Wenping & Zhu, Quanxin, 2022. "Stability of stochastic nonlinear delay systems with delayed impulses," Applied Mathematics and Computation, Elsevier, vol. 421(C).
- Rostek, Stefan & Schöbel, Rainer, 2006. "Risk preference based option pricing in a fractional Brownian market," Tübinger Diskussionsbeiträge 299, University of Tübingen, School of Business and Economics.
- Wang, Xiao-Tian & Wu, Min & Zhou, Ze-Min & Jing, Wei-Shu, 2012. "Pricing European option with transaction costs under the fractional long memory stochastic volatility model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1469-1480.
- Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006.
"Persistence characteristics of Latin American financial markets,"
Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 269-290, July.
- Sijing Zong & Cornelis A. Los & Nyonyo Kyaw, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0411013, University Library of Munich, Germany.
- Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0409048, University Library of Munich, Germany.
- Yang, Zhaoqiang, 2020. "Default probability of American lookback option in a mixed jump-diffusion model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
- Tapiero, Charles S. & Vallois, Pierre, 2018. "Fractional Randomness and the Brownian Bridge," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 835-843.
- Cui, Guozeng & Xu, Hui & Yu, Jinpeng & Ma, Jiali & Li, Ze, 2023. "Fixed-time distributed adaptive attitude control for multiple QUAVs with quantized input," Applied Mathematics and Computation, Elsevier, vol. 449(C).
- Cornelis A. Los & Rossitsa M. Yalamova, 2004. "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance 0409050, University Library of Munich, Germany.
- Axel A. Araneda, 2019. "The fractional and mixed-fractional CEV model," Papers 1903.05747, arXiv.org, revised Jun 2019.
- Robert Elliott & Leunglung Chan, 2004. "Perpetual American options with fractional Brownian motion," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 123-128.
- Liu, Jiamin & Li, Zhao-Yan & Deng, Feiqi, 2021. "Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 404(C).
- Li, Bing, 2017. "A note on stability of hybrid stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 299(C), pages 45-57.
- Peng, Dongxue & Li, Xiaodi & Rakkiyappan, R. & Ding, Yanhui, 2021. "Stabilization of stochastic delayed systems: Event-triggered impulsive control," Applied Mathematics and Computation, Elsevier, vol. 401(C).
- Los, Cornelis A. & Yu, Bing, 2008.
"Persistence characteristics of the Chinese stock markets,"
International Review of Financial Analysis, Elsevier, vol. 17(1), pages 64-82.
- Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, University Library of Munich, Germany.
More about this item
Keywords
Markovian jump; fBm; sampled-data; H∞ control;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:451:y:2023:i:c:s0096300323001832. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.