On a nonlinear stochastic integral equation with application to control systems |
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| Authors: | M N Manougian A N V Rao C P Tsokos |
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| Institution: | 1. Tampa, Florida, U.S.A.
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| Abstract: | The aim of the present paper is to study a nonlinear stochastic integral equation of the form
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x(t; w) = h(t, x(t; w)) + \mathop \smallint 0t k1 (t, t; w)f1 (t, x(t; w))dt+ \mathop \smallint 0t k2 (t, t; w)f2 (t, x(t; w))db(t; w)x(t; \omega ) = h(t, x(t; \omega )) + \mathop \smallint \limits_0^t k_1 (t, \tau ; \omega )f_1 (\tau , x(\tau ; \omega ))d\tau + \mathop \smallint \limits_0^t k_2 (t, \tau ; \omega )f_2 (\tau , x(\tau ; \omega ))d\beta (\tau ; \omega ) |
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