STABILITY OF A RANDOM DIFFUSION WITH LINEAR DRIFT

Authors
BASAK GK BISI A GHOSH MK
Citation
Gk. Basak et al., STABILITY OF A RANDOM DIFFUSION WITH LINEAR DRIFT, Journal of mathematical analysis and applications, 202(2), 1996, pp. 604-622
Citations number
8
Categorie Soggetti
Mathematics, Pure",Mathematics,Mathematics,Mathematics
Journal title
Journal of mathematical analysis and applications → ACNP
ISSN journal
0022247X
Volume
202
Issue
2
Year of publication
1996
Pages
604 - 622
Database
ISI
SICI code
0022-247X(1996)202:2<604:SOARDW>2.0.ZU;2-M
Abstract
We consider a Linear system with Markovian switching which is perturbe d by Gaussian type noise, If the linear system is mean square stable t hen we show that under certain conditions the perturbed system is also stable, We also shaw that under certain conditions the linear system with Markovian switching can be stabilized by such noisy perturbation. (C) 1996 Academic Press, Inc.