A stochastic differential equation with an a.s. locally stable compact set is considered. The attraction probabilities to the set are characterized by the sublevel sets of the limit of a sequence of solutions to 2(nd) order partial differential equations. Two numerical examples illustrating the method are presented.
Characterizing attraction probabilities via the stochastic Zubov equation / Camilli, Fabio; L., Gruene. - In: DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. SERIES B.. - ISSN 1531-3492. - STAMPA. - 3:3(2003), pp. 457-468. [10.3934/dcdsb.2003.3.457]
Characterizing attraction probabilities via the stochastic Zubov equation
CAMILLI, FABIO;
2003
Abstract
A stochastic differential equation with an a.s. locally stable compact set is considered. The attraction probabilities to the set are characterized by the sublevel sets of the limit of a sequence of solutions to 2(nd) order partial differential equations. Two numerical examples illustrating the method are presented.File allegati a questo prodotto
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