Noise expresses exponential growth under regime switching

Systems and Control Letters

Volumn 58, Issue 9, 2009, Pages 691-699

  Hu, Guangda ^a   Liu, Mingzhu ^b   Mao, Xuerong ^c   Song, Minghui ^b  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING   (China)

^b HARBIN INSTITUTE OF TECHNOLOGY   (China)

^c UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Brownian motion; Exponential growth; Markov chain; Polynomial growth; Stochastic differential equation; Stochastic perturbation

Indexed keywords

BROWNIAN MOTION; EXPONENTIAL GROWTH; MARKOV CHAIN; STOCHASTIC DIFFERENTIAL EQUATION; STOCHASTIC PERTURBATION;

BROWNIAN MOVEMENT; EQUATIONS OF MOTION; MARKOV PROCESSES; MEASUREMENT THEORY;

SWITCHING;

EID: 67650251207     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2009.06.006     Document Type: Article

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