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 |
| Subjects: | Science > Mathematics > Probabilities. Mathematical statistics Science > Mathematics |
| Department: | Strathclyde Business School Faculty of Science > Mathematics and Statistics |
| Related URLs: | |
| Depositing user: | Mrs Carolynne Westwood |
| Date Deposited: | 11 Jan 2010 14:05 |
| Last modified: | 04 Oct 2012 20:11 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/13781 |
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