Title of article
Stability of a Random Diffusion with Linear Drift
Author/Authors
Gopal K. Basak* and Arnab Bisi†، نويسنده , , Mrinal K. Ghosh، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 1996
Pages
19
From page
604
To page
622
Abstract
We consider a linear system with Markovian switching which is perturbed by
Gaussian type noise. If the linear system is mean square stable then we show that
under certain conditions the perturbed system is also stable. We also show that
under certain conditions the linear system with Markovian switching can be
stabilized by such noisy perturbation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
1996
Journal title
Journal of Mathematical Analysis and Applications
Record number
929216
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