We consider a stochastic differential equation with an asymptotically stable equilibrium point. We show that the domain of attraction of the equilibrium, i.e. the set of points which are attracted with positive probability to it, can be characterized by the solution of a suitable partial differential equation.
A Zubov's method for stochastic differential equations
CAMILLI, FABIO;
2006-01-01
Abstract
We consider a stochastic differential equation with an asymptotically stable equilibrium point. We show that the domain of attraction of the equilibrium, i.e. the set of points which are attracted with positive probability to it, can be characterized by the solution of a suitable partial differential equation.File in questo prodotto:
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