Noise suppresses or expresses exponential growth

Feiqi Deng, Qi Luo, Xuerong Mao, Sulin Pang, EPSRC (Funder), National Natural Science Foundation of China (Funder), Key Programs of Science and Technology of Guangzhou (Funder), Jinan Universit of China (Funder)

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Abstract

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.
Original languageEnglish
Pages (from-to)262-270
Number of pages8
JournalSystems and Control Letters
Volume57
Issue number3
DOIs
Publication statusPublished - 2008

Keywords

  • brownian motion
  • stochastic dierential equation
  • stochastic control
  • exponential growth
  • polynomial growth
  • boundedness

Cite this

Deng, F., Luo, Q., Mao, X., Pang, S., EPSRC (Funder), National Natural Science Foundation of China (Funder), ... Jinan Universit of China (Funder) (2008). Noise suppresses or expresses exponential growth. Systems and Control Letters, 57(3), 262-270. https://doi.org/10.1016/j.sysconle.2007.09.002