A new framework for bounding reachability probabilities of continuous-time stochastic systems

DOI10.1016/J.NAHS.2025.101670MaRDI QIDQ6841975zbMATH OpenFDO

Authors Bai Xue

Publication date 20 March 2026

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.NAHS.2025.101670

zbMATH Keywords

Grönwall's inequalityparabolic PDEreachability probabilitiesstochastic differential equations

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Attainable sets, reachability (93B03) Stochastic systems in control theory (general) (93E03)

Cites work

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• Stochastic Satisfiability Modulo Theory: A Novel Technique for the Analysis of Probabilistic Hybrid Systems
• Stochastic stability and control
• The stochastic reach-avoid problem and set characterization for diffusions
• Unbounded-time safety verification of stochastic differential dynamics

Cited in

(1)

• Converse barrier certificates for finite-time safety verification of continuous-time perturbed deterministic systems

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