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.
- brownian motion
- stochastic dierential equation
- stochastic control
- exponential growth
- polynomial growth
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
(3), 262-270. https://doi.org/10.1016/j.sysconle.2007.09.002