Title data
Camilli, Fabio ; Grüne, Lars:
Characterizing attraction probabilities via the stochastic Zubov equation.
In: Discrete and Continuous Dynamical Systems. Series B.
Vol. 3
(2003)
Issue 3
.
- pp. 457-468.
ISSN 1531-3492
DOI: https://doi.org/10.3934/dcdsb.2003.3.457
Related URLs
Abstract in another language
A stochastic differential equation with an a.s. locally stable fixed point is considered. The attraction probabilities to the fixed point are characterized by the sublevel sets of the limit of a sequence of solutions to 2nd order partial differential equations. A numerical example to illustrate the method is presented.
Further data
Item Type: | Article in a journal |
---|---|
Refereed: | Yes |
Keywords: | Stochastic differential equation; Almost sure exponential stability; Zubov's method; Viscosity solution |
Institutions of the University: | Faculties Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics |
Result of work at the UBT: | No |
DDC Subjects: | 500 Science 500 Science > 510 Mathematics |
Date Deposited: | 01 Mar 2021 14:59 |
Last Modified: | 05 Dec 2023 13:16 |
URI: | https://eref.uni-bayreuth.de/id/eprint/63459 |