Propagating Lyapunov functions to prove noise-induced stabilization (Q392681): Difference between revisions
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The authors study a planar stochastic differential equation system whose deterministic part is not globally stable, but, after introduction of additive noise, starts to converge uniformly and exponentially to a unique invariant probability measure. The authors prove that fact through a construction of a Lyapunov function. Furthermore, they outline a strategy for building Lyapunov functions for similar problems. The paper concludes with a proof of positivity properties of the transition density. | |||
Property / review text: The authors study a planar stochastic differential equation system whose deterministic part is not globally stable, but, after introduction of additive noise, starts to converge uniformly and exponentially to a unique invariant probability measure. The authors prove that fact through a construction of a Lyapunov function. Furthermore, they outline a strategy for building Lyapunov functions for similar problems. The paper concludes with a proof of positivity properties of the transition density. / rank | |||
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Property / reviewed by: Marcin Kulczycki / rank | |||
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Property / Mathematics Subject Classification ID: 37A25 / rank | |||
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Property / Mathematics Subject Classification ID: 37A30 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 37B25 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 37H10 / rank | |||
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Property / zbMATH DE Number: 6245580 / rank | |||
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SDE | |||
Property / zbMATH Keywords: SDE / rank | |||
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Lyapunov function | |||
Property / zbMATH Keywords: Lyapunov function / rank | |||
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invariant measure | |||
Property / zbMATH Keywords: invariant measure / rank | |||
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stochastic stabilization | |||
Property / zbMATH Keywords: stochastic stabilization / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID: 1111.1755 / rank | |||
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Property / OpenAlex ID: W1979806356 / rank | |||
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Latest revision as of 11:30, 30 July 2024
scientific article
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English | Propagating Lyapunov functions to prove noise-induced stabilization |
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Propagating Lyapunov functions to prove noise-induced stabilization (English)
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15 January 2014
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The authors study a planar stochastic differential equation system whose deterministic part is not globally stable, but, after introduction of additive noise, starts to converge uniformly and exponentially to a unique invariant probability measure. The authors prove that fact through a construction of a Lyapunov function. Furthermore, they outline a strategy for building Lyapunov functions for similar problems. The paper concludes with a proof of positivity properties of the transition density.
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SDE
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Lyapunov function
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invariant measure
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stochastic stabilization
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