Login
Publications by the same author
plus in the repository
plus in Google Scholar
Bibliografische Daten exportieren		  

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

[thumbnail of gruene_et_al_dcds-b_2003-1.pdf]
Format: PDF
Name: gruene_et_al_dcds-b_2003-1.pdf
Version: Published Version
Available under License Creative Commons BY 4.0: Attribution
Download (1MB)

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
Download Statistics

Downloads

Downloads per month over past year