Stabilisation of linear PDEs by Stratonovich noise
نویسندگان
چکیده
Some results concerning the stability of stochastic linear partial differential equations in the sense of Stratonovich are proved. The main result ensures that a deterministic linear PDE can be stabilised by adding a suitable Stratonovich noise provided that the linear partial differential operator has negative trace.
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عنوان ژورنال:
- Systems & Control Letters
دوره 53 شماره
صفحات -
تاریخ انتشار 2004