Abstract
Consider a given system under regime switching whose solution grows at most polynomially, and suppose that the system is subject to environmental noise in some regimes. Can regime switching and the environmental noise work together to make the system change significantly? The answer is yes. In this paper, we will show that the regime switching and the environmental noise will make the original system whose solution grows at most polynomially become a new system whose solution will grow exponentially. In other words, we reveal that regime switching and the environmental noise will express the exponential growth.
| Original language | English |
|---|---|
| Pages (from-to) | 691-699 |
| Number of pages | 9 |
| Journal | Systems and Control Letters |
| Volume | 58 |
| Issue number | 9 |
| DOIs | |
| State | Published - Sep 2009 |
Keywords
- Brownian motion
- Exponential growth
- Markov chain
- Polynomial growth
- Stochastic differential equation
- Stochastic perturbation
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