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
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
Journal title :
Systems and Control Letters