## 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 |