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Noise suppresses or expresses exponential growth

Deng, F. and Luo, Q. and Mao, X. and Pang, S. and , EPSRC (Funder) and , National Natural Science Foundation of China (Funder) and , Key Programs of Science and Technology of Guangzhou (Funder) and , Jinan Universit of China (Funder) (2008) Noise suppresses or expresses exponential growth. Systems and Control Letters, 57 (3). pp. 262-270. ISSN 0167-6911

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Abstract

In this paper we will show that noise can make a given system whose solutions grow exponentially become a new system whose solutions will grow at most polynomially. On the other hand, we will also show that noise can make a given system whose solutions are bounded become a new system whose solutions will grow exponentially. In other words, we reveal that the noise can suppress or expresses exponential growth.

Item type: Article
ID code: 13781
Keywords: brownian motion, stochastic dierential equation, stochastic control, exponential growth, polynomial growth, boundedness, Probabilities. Mathematical statistics, Mathematics, Mechanical Engineering, Control and Systems Engineering, Electrical and Electronic Engineering, Computer Science(all)
Subjects: Science > Mathematics > Probabilities. Mathematical statistics
Science > Mathematics
Department: Strathclyde Business School
Faculty of Science > Mathematics and Statistics
Depositing user: Mrs Carolynne Westwood
Date Deposited: 11 Jan 2010 14:05
Last modified: 15 Apr 2015 11:41
URI: http://strathprints.strath.ac.uk/id/eprint/13781

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