Asymptotic behavior of the mean square displacement of the Brownian parametric oscillator near the singular point

DOI10.1088/1751-8113/42/16/165002zbMath1176.60047arXiv0808.2207OpenAlexW2051661646MaRDI QIDQ3630299

Tohru Tashiro

Publication date: 28 May 2009

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.2207

zbMATH Keywords

asymptotic behaviorWiener processstochastic differential equationsmean square displacementperiodic controllinear stochastic systemsmean square stabilizationGaussian perturbationsparametric oscillatorBrownian oscillatorasymptotic control near singular points

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Brownian motion (60J65) Asymptotic stability in control theory (93D20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

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