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...

Full description

Bibliographic Details
Main Authors: Starkloff, Hans-Jörg, Wunderlich, Ralf
Other Authors: TU Chemnitz, Fakultät für Mathematik
Format: Others
Language:English
Published: Universitätsbibliothek Chemnitz 2005
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