The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243)
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scientific article; zbMATH DE number 6370587
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| English | The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise |
scientific article; zbMATH DE number 6370587 |
Statements
The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (English)
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18 November 2014
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Brownian motion
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occupation time
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stochastic differential equations
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Feynman-Kac formula
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piecewise-smooth system
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Filippov system
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Fokker-Planck equation
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0.88903296
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0.8753538
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0.8711262
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0.8611828
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0.8595843
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0.85895246
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0.85874385
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0.85832393
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0.8578873
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