The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise

DOI10.1142/S0219493714500105zbMath1323.60114arXiv1204.5985MaRDI QIDQ2930243

David J. W. Simpson, Rachel Kuske

Publication date: 18 November 2014

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.5985

zbMATH Keywords

Fokker-Planck equationBrownian motionstochastic differential equationsFeynman-Kac formulaoccupation timepiecewise-smooth systemFilippov system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Fokker-Planck equations (35Q84)

Related Items (7)

On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations ⋮ The Joint Laplace Transforms for Diffusion Occupation Times ⋮ Stochastic perturbations of periodic orbits with sliding ⋮ Randomly perturbed switching dynamics of a DC/DC converter ⋮ Non-Filippov dynamics arising from the smoothing of nonsmooth systems, and its robustness to noise ⋮ Micro-Slip as a Loss of Determinacy in Dry-Friction Oscillators ⋮ Threshold Models for Rainfall and Convection: Deterministic versus Stochastic Triggers

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