Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming (Q1671067)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming |
scientific article |
Statements
Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming (English)
0 references
6 September 2018
0 references
stochastic differential equation
0 references
Lyapunov function
0 references
stability
0 references
basin of attraction
0 references
dynamical system
0 references
numerical method
0 references