It is shown in this paper that any nonlinear systems dot x(t) = f(x(t), t) in Rd can be stabilized by Brownian motion provided |f{hook}(x,t)| ≤ K|x| for some K > 0. On the other hand, this system can also be destabilized by Brownian motion if the dimension d ≥ 2. Similar results are also obtained for any given stochastic differential equation dx(t) = f{hook}(x(t), t) + g(x(t), t) dW(t)
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
International audienceWe consider stochastic nonaffine nonlinear control systems dxt=f(xt,u) dt+g(xt...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
It is shown in this paper that any nonlinear systems dot x(t) = f(x(t), t) in Rd can be stabilized b...
We investigate the perturbation of the non-linear differential equation dx(t)dt = f(x(t)) by random ...
This paper considers the stabilisation and destabilisa- tion by a Brownian noise perturbation which ...
This paper considers the stabilisation and destabilisa- tion by a Brownian noise perturbation which ...
This paper considers the stochastic stabilization and destabilization for uncertain nonlin...
We study (i) the SDE system dXt = I(Xt 6=0) dBt I(Xt=0) dt = 1µ d` 0 t (X) for Brownian motion X in ...
Given an unstable linear scalar differential equation x˙ (t) = αx(t) (α > 0), we will show that the ...
The main aim of this thesis is to examine stability properties of the solutions to stochastic diffe...
AbstractThe aim of this paper is to prove that the stabilizability of a controlled nonlinear stochas...
Jump linear system ẋ(t) = A(r(t))x(t). (1.1) Here x(t) is in general referred to as the state and ...
Some sufficient conditions concerning stability of solutions of stochastic differential evolution eq...
summary:In this paper we give sufficient conditions under which a nonlinear stochastic differential ...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
International audienceWe consider stochastic nonaffine nonlinear control systems dxt=f(xt,u) dt+g(xt...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
It is shown in this paper that any nonlinear systems dot x(t) = f(x(t), t) in Rd can be stabilized b...
We investigate the perturbation of the non-linear differential equation dx(t)dt = f(x(t)) by random ...
This paper considers the stabilisation and destabilisa- tion by a Brownian noise perturbation which ...
This paper considers the stabilisation and destabilisa- tion by a Brownian noise perturbation which ...
This paper considers the stochastic stabilization and destabilization for uncertain nonlin...
We study (i) the SDE system dXt = I(Xt 6=0) dBt I(Xt=0) dt = 1µ d` 0 t (X) for Brownian motion X in ...
Given an unstable linear scalar differential equation x˙ (t) = αx(t) (α > 0), we will show that the ...
The main aim of this thesis is to examine stability properties of the solutions to stochastic diffe...
AbstractThe aim of this paper is to prove that the stabilizability of a controlled nonlinear stochas...
Jump linear system ẋ(t) = A(r(t))x(t). (1.1) Here x(t) is in general referred to as the state and ...
Some sufficient conditions concerning stability of solutions of stochastic differential evolution eq...
summary:In this paper we give sufficient conditions under which a nonlinear stochastic differential ...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
International audienceWe consider stochastic nonaffine nonlinear control systems dxt=f(xt,u) dt+g(xt...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
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