L. Tubaro

activity

20042026

most citedKolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space

23 citations · 32 across the 13 of their papers we have counts for

collaborators

Showing math.OCShow all

2 papers · 1 filter

math.OC2017

Exact controllability of stochastic differential equations with multiplicative noise

Viorel Barbu, Luciano Tubaro

One proves that the $n$ -D stochastic controlled equation $d X + A X d t = σ (X) d W + B u d t$ , where $σ\in\mbox{Lip}((\R^n,Ł(\R^d,\R^n))$ and the pair $A \in Ł (R^{n})$ , $B \in Ł (R^{m}, R^{n})$ satisfie…

math.OC2015

Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic

Viorel Barbu, Stefano Bonaccorsi, Luciano Tubaro

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dyna…