Characterizing attraction probabilities via the stochastic Zubov equation

Titelangaben

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.