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Stability of linear delay equations under a small noise

Published online by Cambridge University Press:  20 January 2009

S. E. A. Mohammed
S. E. A. Mohammed
Affiliation:
Mathematics Department, Southern Illinois University at Carbondale, Carbondale, IL 62901
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The stochastic stability of linear systems driven by white noise has been treated by several authors e.g. Has'minskii [7], Kushner [11], Kleimann and Arnold [9], Pinsky, [14], Friedman and Pinsky [4], Itô and Nisio [8] , Mohammed [13]. Following R. Kubo [10, 1966], the Brownian movement of a molecule in a “heat bath” is modelled in [4, pp. 223–226] by an asymptotically stable linear f.d.e. which is forced by white noise.

Type
Research Article
Information
Proceedings of the Edinburgh Mathematical Society , Volume 29 , Issue 2 , June 1986 , pp. 233 - 254
Copyright
Copyright © Edinburgh Mathematical Society 1986

References

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