Title of article
Noise expresses exponential growth under regime switching
Author/Authors
Hu، نويسنده , , Guangda and Liu، نويسنده , , Mingzhu and Mao، نويسنده , , Xuerong and Song، نويسنده , , Minghui، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2009
Pages
9
From page
691
To page
699
Abstract
Consider a given system under regime switching whose solution grows at most polynomially, and suppose that the system is subject to environmental noise in some regimes. Can regime switching and the environmental noise work together to make the system change significantly? The answer is yes. In this paper, we will show that the regime switching and the environmental noise will make the original system whose solution grows at most polynomially become a new system whose solution will grow exponentially. In other words, we reveal that regime switching and the environmental noise will express the exponential growth.
Keywords
Markov chain , stochastic differential equation , Brownian motion , Stochastic perturbation , Exponential growth , Polynomial growth
Journal title
Systems and Control Letters
Serial Year
2009
Journal title
Systems and Control Letters
Record number
1675383
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