ALMOST SURE INSTABILITY OF THE RANDOM HARMONIC-OSCILLATOR

被引：8
作者：
FENG, XB
LOPARO, KA
机构：
[1] Case Western Reserve Univ, , OH
来源：
SIAM JOURNAL ON APPLIED MATHEMATICS | 1990年 / 50卷 / 03期
关键词：
D O I：
10.1137/0150044
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The problem of almost sure stability of the random harmonic oscillator with a jump process coefficient is studied. It is shown that the sample paths are almost surely unstable and an asymptotic series expansion in the powers of the noise strength for the asymptotic exponential growth rate is obtained.
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页码：744 / 759
页数：16
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