Stationary solutions of linear ODEs with a randomly perturbed system matrix and additive noise

The paper considers systems of linear first-order ODEs with a randomly perturbed system matrix and stationary additive noise. For the description of the long-term behavior of such systems it is necessary to study their stationary solutions. We deal with conditions for the existence of stationary sol...

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Bibliographic Details
Main Authors: Starkloff, Hans-Jörg, Wunderlich, Ralf
Language:English
Published: Technische Universität Chemnitz 2005
Subjects:
Online Access:http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501335
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