Noise suppresses or expresses exponential growth

被引：74

作者：

Deng, Feiqi ^{[2
]}

Luo, Qi ^{[3
]}

Mao, Xuerong ^{[1
]}

Pang, Sulin ^{[4
,5
]}

机构：

[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland

[2] S China Univ Technol, Syst Engn Inst, Guangzhou 510640, Peoples R China

[3] Nanjing Univ Informat Sci & Technol, Dept Informat & Commun, Nanjing, Peoples R China

[4] Jinan Univ, Sch Management, Dept Accountancy, Guangzhou 510632, Peoples R China

[5] Jinan Univ, Sch Management, Inst Finance Engn, Guangzhou 510632, Peoples R China

来源：

SYSTEMS & CONTROL LETTERS | 2008年 / 57卷 / 03期

基金：

英国工程与自然科学研究理事会; 中国国家自然科学基金;

关键词：

Brownian motion; stochastic differential equation; stochastic control; exponential growth; polynomial growth; boundedness;

D O I：

10.1016/j.sysconle.2007.09.002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. (C) 2007 Elsevier B.V. All rights reserved.

引用

页码：262 / 270

页数：9

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