1. Controllability of Stochastic Delay Systems Driven by the Rosenblatt Process
- Author
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Barakah Almarri, Xingtao Wang, and Ahmed M. Elshenhab
- Subjects
controllability ,stochastic delay-differential equation ,Rosenblatt process ,delayed matrix function ,delay Gramian matrix ,Krasnoselskii’s fixed point theorem ,Mathematics ,QA1-939 - Abstract
In this work, we consider dynamical systems of linear and nonlinear stochastic delay-differential equations driven by the Rosenblatt process. With the aid of the delayed matrix functions of these systems, we derive the controllability results as an application. By using a delay Gramian matrix, we provide sufficient and necessary criteria for the controllability of linear stochastic delay systems. In addition, by employing Krasnoselskii’s fixed point theorem, we present some necessary criteria for the controllability of nonlinear stochastic delay systems. Our results improve and extend some existing ones. Finally, an example is given to illustrate the main results.
- Published
- 2022
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