Characterizing attraction probabilities via the stochastic Zubov equation | Zendy

Fabio Camilli | Zendy; Lars Grüne | Zendy

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Characterizing attraction probabilities via the stochastic Zubov equation

Author(s) -

Fabio Camilli,

Lars Grüne

Publication year - 2003

Publication title -

discrete and continuous dynamical systems - b

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.864

H-Index - 53

eISSN - 1553-524X

pISSN - 1531-3492

DOI - 10.3934/dcdsb.2003.3.457

Subject(s) - mathematics , attraction , limit (mathematics) , stochastic differential equation , sequence (biology) , set (abstract data type) , partial differential equation , differential equation , stochastic partial differential equation , order (exchange) , mathematical analysis , computer science , philosophy , linguistics , finance , biology , economics , genetics , programming language

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

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