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)

doi:10.1016/j.sysconle.2007.09.002

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 language	English
Pages (from-to)	262-270
Number of pages	8
Journal	Systems and Control Letters
Volume	57
Issue number	3
DOIs	https://doi.org/10.1016/j.sysconle.2007.09.002
Publication status	Published - 2008

Keywords

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

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10.1016/j.sysconle.2007.09.002

strathprints013781Accepted author manuscript, 126 KB

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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.",

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

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AU - Deng, Feiqi

AU - Luo, Qi

AU - Mao, Xuerong

AU - Pang, Sulin

AU - EPSRC (Funder)

AU - National Natural Science Foundation of China (Funder)

AU - Key Programs of Science and Technology of Guangzhou (Funder)

AU - Jinan Universit of China (Funder)

PY - 2008

Y1 - 2008

N2 - 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.

AB - 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.

KW - brownian motion

KW - stochastic dierential equation

KW - stochastic control

KW - exponential growth

KW - polynomial growth

KW - boundedness

U2 - 10.1016/j.sysconle.2007.09.002

DO - 10.1016/j.sysconle.2007.09.002

M3 - Article

SN - 0167-6911

VL - 57

SP - 262

EP - 270

JO - Systems and Control Letters

JF - Systems and Control Letters

IS - 3

ER -

Noise suppresses or expresses exponential growth

Abstract

Keywords

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