• 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