First passage time of stochastic differential systems: probability estimation and probability guaranteed control

DOI10.1016/J.SYSCONLE.2025.106124MaRDI QIDQ6956877zbMATH OpenFDO

Authors Xinyu Wu, Zidong Wang, Wenlian Lu, Bo Shen

Publication date 17 July 2025

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://bura.brunel.ac.uk/handle/2438/32023

zbMATH Keywords

comparison theoremexiting timefirst passage timeoutput feedback controlstaying-in timestochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10)

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