Stability of a Random Diffusion with Linear Drift
| Data(s) |
01/09/1996
|
|---|---|
| Resumo |
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 shaw that under certain conditions the linear system with Markovian switching can be stabilized by such noisy perturbation. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/19612/1/Stability_of_a_Random.pdf Basak, Gopal K and Bisi, Arnab and Ghosh, Mrinal K (1996) Stability of a Random Diffusion with Linear Drift. In: Journal of Mathematical Analysis And Applications, 202 (02). pp. 604-622. |
| Publicador |
Academic Press |
| Relação |
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WK2-45MFXWS-J&_user=512776&_rdoc=1&_fmt=&_orig=search&_sort=d&_docanchor=&view=c&_acct=C000025298&_version=1&_urlVersion=0&_userid=512776&md5=37cffce2588f226353d6769cc5989077 http://eprints.iisc.ernet.in/19612/ |
| Palavras-Chave | #Mathematics |
| Tipo |
Journal Article PeerReviewed |
