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Volumn 82, Issue 11, 2009, Pages 2150-2157

Suppression and stabilisation of noise

Author keywords

Brownian motion; Stabilisation; Suppression; The Ito formula

Indexed keywords

BROWNIAN MOTION; BROWNIAN NOISE; EXPONENTIALLY STABLE; FINITE TIME; GLOBAL SOLUTIONS; GROWTH CONDITIONS; STABILISATION; STOCHASTIC DIFFERENTIAL EQUATIONS; SUPPRESSION; THE ITO FORMULA;

EID: 70349645114     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/00207170902968108     Document Type: Article
Times cited : (54)

References (13)
  • 1
    • 24944579472 scopus 로고    scopus 로고
    • Stochastic stabilisation of functional differential equations
    • DOI 10.1016/j.sysconle.2005.03.003, PII S0167691105000502
    • Appleby, J.A.D., and Mao, X. (2005), 'Stochastic Stabilization of Functional Differential Equations', Systems & Control Letters, 54, 1069-1081. (Pubitemid 41329799)
    • (2005) Systems and Control Letters , vol.54 , Issue.11 , pp. 1069-1081
    • Appleby, J.A.D.1    Mao, X.2
  • 2
    • 42649104364 scopus 로고    scopus 로고
    • Stabilization and destabilization of nonlinear differential equations by noise
    • Appleby, J.A.D., Mao, X., and Rodkina, A. (2008), 'Stabilization and Destabilization of Nonlinear Differential Equations by Noise', IEEE Transactions on Automatic Control, 53, 683-691.
    • (2008) IEEE Transactions on Automatic Control , vol.53 , pp. 683-691
    • Appleby, J.A.D.1    Mao, X.2    Rodkina, A.3
  • 6
    • 21644489601 scopus 로고    scopus 로고
    • A study of a class of stochastic differential equations with non-lipschitzian coefficients
    • Fang, S., and Zhang, T. (2005), 'A Study of a Class of Stochastic Differential Equations with Non-lipschitzian Coefficients', Probability Theory and Related Fields, 132, 356-390.
    • (2005) Probability Theory and Related Fields , vol.132 , pp. 356-390
    • Fang, S.1    Zhang, T.2
  • 11
    • 36248976012 scopus 로고    scopus 로고
    • Stability and stabilization of stochastic differential delay equations
    • Mao, X. (2007), 'Stability and Stabilization of Stochastic Differential Delay Equations', IET Proceedings. Control Theory & Applications, 6, 1551-1566.
    • (2007) IET Proceedings. Control Theory & Applications , vol.6 , pp. 1551-1566
    • Mao, X.1
  • 12
    • 43049147662 scopus 로고    scopus 로고
    • Noise suppress or expresss exponential growth
    • Deng, F., Luo, Q., Mao, X., and Pang, S. (2008), 'Noise Suppress or Expresss Exponential Growth', Systems & Control Letters, 57, 262-270.
    • (2008) Systems & Control Letters , vol.57 , pp. 262-270
    • Deng, F.1    Luo, Q.2    Mao, X.3    Pang, S.4
  • 13
    • 0242480166 scopus 로고    scopus 로고
    • Convergence of the euler scheme for a class of stochastic differential equation
    • Marion, G., Mao, X., and Renshaw, E. (2002), 'Convergence of the Euler Scheme for a Class of Stochastic Differential Equation', International Mathematical Journal, 1, 9-22.
    • (2002) International Mathematical Journal , vol.1 , pp. 9-22
    • Marion, G.1    Mao, X.2    Renshaw, E.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.