Article ID Journal Published Year Pages File Type
4975675 Journal of the Franklin Institute 2011 12 Pages PDF
Abstract
Our aim in this paper is to investigate the polynomial growth for a class of neutral stochastic differential delay systems. We reveal that environmental noise will suppress the exponential growth if it is sufficiently strong. That is, the given system (neutral ordinary differential delay equation) whose solution grows exponentially and becomes a new system (neutral stochastic differential delay equation) whose solution will grow polynomially with probability one. We also provide two examples to illustrate the main result.
Related Topics
Physical Sciences and Engineering Computer Science Signal Processing
Authors
, , ,