The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise |
scientific article |
Statements
The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (English)
0 references
18 November 2014
0 references
Brownian motion
0 references
occupation time
0 references
stochastic differential equations
0 references
Feynman-Kac formula
0 references
piecewise-smooth system
0 references
Filippov system
0 references
Fokker-Planck equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.88903296
0 references
0.8753538
0 references
0.8711262
0 references
0 references
0.8611828
0 references
0.8595843
0 references
0.85895246
0 references
0.85874385
0 references
0.85832393
0 references
0.8578873
0 references
