Stability of a Random Diffusion with Linear Drift

Basak, Gopal K and Bisi, Arnab and Ghosh, Mrinal K (1996) Stability of a Random Diffusion with Linear Drift. In: Journal of Mathematical Analysis And Applications, 202 (02). pp. 604-622.

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Abstract

We consider a Linear system with Markovian switching which is perturbed by Gaussian type noise, If the linear system is mean square stable then 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.

Item Type:	Journal Article
Publication:	Journal of Mathematical Analysis And Applications
Publisher:	Academic Press
Additional Information:	Copyright of this article belongs to Academic Press.
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	04 Nov 2009 11:42
Last Modified:	19 Sep 2010 05:29
URI:	http://eprints.iisc.ac.in/id/eprint/19612

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