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Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by -Brownian motion with state-feedback control

Author

Listed:
  • Yong Ren
  • Wensheng Yin
  • Dongjin Zhu

Abstract

Li, X., Lin, X., and Lin, Y. [(2016). Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion. Journal of Mathematicase Analysis and Applications, 439, 235–255] proposed the sufficient conditions for the exponential instability to stochastic differential equations driven by G-Brownian motion (G-SDEs, in short). A natural question is whether we can design a controller to make G-SDEs be stable. By means of the G-Lyapunov function, we design a state-feedback controller to stabilise the system. In addition, applications to stabilisation and synchronisation of Hopfield neural networks driven by G-Brownian motion (G-HNNs, in short) and examples are proposed to illustrate the obtained results.

Suggested Citation

  • Yong Ren & Wensheng Yin & Dongjin Zhu, 2019. "Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by -Brownian motion with state-feedback control," International Journal of Systems Science, Taylor & Francis Journals, vol. 50(2), pages 273-282, January.
    • Handle: RePEc:taf:tsysxx:v:50:y:2019:i:2:p:273-282
    DOI: 10.1080/00207721.2018.1551973
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