Kao, John; Wihstutz, Volker - In: Stochastic Processes and their Applications 89 (2000) 1, pp. 49-68
The class of stochastic processes is characterized which, as multiplicative noise with large intensity, stabilizes a linear system with companion form dxd-matrix. This includes the characterization of parametric noise which stabilizes the damped inverse pendulum. The proof yields also an...