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Characterizing attraction probabilities via the stochastic Zubov equation

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005499
URN to cite this document: urn:nbn:de:bvb:703-epub-5499-6

Title data

Camilli, Fabio ; Grüne, Lars:
Characterizing attraction probabilities via the stochastic Zubov equation.
Bayreuth , 2002

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Abstract

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: Preprint, postprint
Additional notes (visible to public): Erscheint in: Discrete and Continuous Dynamical Systems. Series B. Bd. 3 (August 2003) Heft 3 . - S. 457-468; https://doi.org/10.3934/dcdsb.2003.3.457
Keywords: Stochastic differential equation; Almost sure exponential stability; Zubov's method; Viscosity solution
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: 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
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5499-6
Date Deposited: 12 May 2021 11:07
Last Modified: 21 Jun 2021 08:52
URI: https://epub.uni-bayreuth.de/id/eprint/5499

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