Propagating Lyapunov functions to prove noise-induced stabilization (Q392681): Difference between revisions
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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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