Stochastic Stabilization of Linear Systems Driven by Reflecting Brownian Motion


  •  Yanyan Xie    
  •  Zhengping Shi    

Abstract

This paper investigates the perturbation of an unstable linear differential equation by random noise that is a reflecting Brownian motion. A sufficient almost sure exponential stability condition for the perturbed system is established and the corresponding sample Lyapunov exponent is estimated.


This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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