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)

Research output: Contribution to journalArticle

63 Citations (Scopus)

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.
LanguageEnglish
Pages262-270
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
Deng, Feiqi ; Luo, Qi ; Mao, Xuerong ; Pang, Sulin ; EPSRC (Funder) ; National Natural Science Foundation of China (Funder) ; Key Programs of Science and Technology of Guangzhou (Funder) ; Jinan Universit of China (Funder). / Noise suppresses or expresses exponential growth. In: Systems and Control Letters. 2008 ; Vol. 57, No. 3. pp. 262-270.
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Deng, F, Luo, Q, Mao, X, Pang, S, EPSRC (Funder), National Natural Science Foundation of China (Funder), Key Programs of Science and Technology of Guangzhou (Funder) & Jinan Universit of China (Funder) 2008, 'Noise suppresses or expresses exponential growth' Systems and Control Letters, vol. 57, no. 3, pp. 262-270. https://doi.org/10.1016/j.sysconle.2007.09.002

Noise suppresses or expresses exponential growth. / Deng, Feiqi; Luo, Qi; Mao, Xuerong; Pang, Sulin; EPSRC (Funder); National Natural Science Foundation of China (Funder); Key Programs of Science and Technology of Guangzhou (Funder); Jinan Universit of China (Funder).

In: Systems and Control Letters, Vol. 57, No. 3, 2008, p. 262-270.

Research output: Contribution to journalArticle

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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

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KW - brownian motion

KW - stochastic dierential equation

KW - stochastic control

KW - exponential growth

KW - polynomial growth

KW - boundedness

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DO - 10.1016/j.sysconle.2007.09.002

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