期刊
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
卷 53, 期 3, 页码 683-691出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2008.919255
关键词
almost-sure asymptotic stability; Brownian motion; destabilization; Ito's formula; stabilization
This paper considers the stabilization and destabilization by a Brownian noise perturbation that preserves the equilibrium of the ordinary differential equation x'(t) = f (x (t)). In an extension of earlier work, we lift the restriction that f obeys a global linear bound, and show that when f is locally Lipschitz, a function g can always be found so that the noise perturbation g (X (t)) dB (t) either stabilizes an unstable equilibrium, or destabilizes a stable equilibrium. When the equilibrium of the deterministic equation is nonhyperbolic, we show that a nonhyperbolic perturbation suffices to change the stability properties of the solution.
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