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...
Main Authors: | Starkloff, Hans-Jörg, Wunderlich, Ralf |
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Other Authors: | TU Chemnitz, Fakultät für Mathematik |
Format: | Others |
Language: | English |
Published: |
Universitätsbibliothek Chemnitz
2005
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Subjects: | |
Online Access: | http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501335 http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501335 http://www.qucosa.de/fileadmin/data/qucosa/documents/5055/data/t_04_st_wu.pdf http://www.qucosa.de/fileadmin/data/qucosa/documents/5055/20050133.txt |
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