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Asymptotic equivalence of solutions of nonlinear It ô stochastic systems

✍ Scribed by A. P. Krenevych


Publisher
Springer US
Year
2006
Tongue
English
Weight
279 KB
Volume
9
Category
Article
ISSN
1536-0059

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Asymptotic analysis of nonlinear systems
✍ Johan Grasman 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 893 KB

By stochastic perturbations of white noise type, a nonlinear system will with probability 1 leave any bounded domain of state space that contains a stable equilibrium of the system. The escape time and its statistics are a measure for the stochastic stability of the system. Its statistical moments a