STOCHASTIC STABILIZATION AND DESTABILIZATION

被引：192

作者：

MAO, XR ^{[1
]}

机构：

[1] UNIV STRATHCLYDE,DEPT STAT & MODELLING SCI,GLASGOW G1 1XH,SCOTLAND

来源：

SYSTEMS & CONTROL LETTERS | 1994年 / 23卷 / 04期

关键词：

STOCHASTIC STABILIZATION AND DESTABILIZATION; ALMOST SURELY EXPONENTIAL STABILITY; NONLINEAR SYSTEM; BROWNIAN MOTION;

D O I：

10.1016/0167-6911(94)90050-7

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

It is shown in this paper that any nonlinear system x(t) = f(x(t), t) in R(d) can be stabilized by Brownian motion provided \f(x,t)\ less-than-or-equal-to K\x\ for some K > 0. On the other hand, this system can also be destabilized by Brownian motion if the dimension d greater-than-or-equal-to 2. Similar results are also obtained for any given stochastic differential equation dx(t) = f(x(t), t) + g(x(t), t) dW(t).

引用

页码：279 / 290

页数：12

共 13 条

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