No CrossRef data available.
Published online by Cambridge University Press: 20 January 2009
The stochastic stability of linear systems driven by white noise has been treated by several authors e.g. Has'minskii [7], Kushner [11], Kleimann and Arnold [9], Pinsky, [14], Friedman and Pinsky [4], Itô and Nisio [8] , Mohammed [13]. Following R. Kubo [10, 1966], the Brownian movement of a molecule in a “heat bath” is modelled in [4, pp. 223–226] by an asymptotically stable linear f.d.e. which is forced by white noise.