Noise expresses exponential growth under regime switching

DOI10.1016/j.sysconle.2009.06.006zbMath1184.93027OpenAlexW2063320940MaRDI QIDQ963732

Minghui Song, Xuerong Mao, Ming-Zhu Liu, Guang-Da Hu

Publication date: 13 April 2010

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/14018/

zbMATH Keywords

stochastic differential equationpolynomial growthBrownian motionMarkov chainexponential growthstochastic perturbation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Variable structure systems (93B12) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (12)

On almost sure stability conditions of linear switching stochastic differential systems ⋮ Noise expresses exponential decay for globally exponentially stable nonlinear time delay systems ⋮ Stochastic functional differential equation under regime switching ⋮ Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence ⋮ Stochastic suppression and stabilization of nonlinear differential systems with general decay rate ⋮ Noise further expresses exponential decay for globally exponentially stable time-varying delayed neural networks ⋮ Noise suppress or express exponential growth for hybrid Hopfield neural networks ⋮ Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition ⋮ Noise suppresses exponential growth for neutral stochastic differential delay equations ⋮ On unified concepts of detectability and observability for continuous-time stochastic systems ⋮ Robustness of hybrid neutral differential systems perturbed by noise ⋮ Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Problem of vibrational stabilization of linear systems
• On stochastic stabilization of difference equations
• Stochastic stabilization and destabilization
• Environmental Brownian noise suppresses explosions in population dynamics.
• Stochastic delay Lotka--Volterra model
• Noise suppresses or expresses exponential growth
• Stochastic stabilization of differential systems with general decay rate
• Stochastic stabilisation of functional differential equations
• On the stability of processes defined by stochastic difference- differential equations
• Stability of fast periodic systems
• Stabilization of Linear Systems by Noise
• Condition of vibrational stabilizability for a class of nonlinear systems
• Stabilization and Destabilization by Noise in the Plane
• Stochastic Differential Equations with Markovian Switching

This page was built for publication: Noise expresses exponential growth under regime switching