The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243): Difference between revisions

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Property / author: David J. W. Simpson / rank
 
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Property / author: Rachel Kuske / rank
 
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Latest revision as of 08:09, 9 July 2024

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The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
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    The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (English)
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    18 November 2014
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    Brownian motion
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    occupation time
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    stochastic differential equations
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    Feynman-Kac formula
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    piecewise-smooth system
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    Filippov system
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    Fokker-Planck equation
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