Propagating Lyapunov functions to prove noise-induced stabilization (Q392681)

The authors study a planar stochastic differential equation system whose deterministic part is not globally stable, but, after introduction of additive noise, starts to converge uniformly and exponentially to a unique invariant probability measure. The authors prove that fact through a construction of a Lyapunov function. Furthermore, they outline a strategy for building Lyapunov functions for similar problems. The paper concludes with a proof of positivity properties of the transition density.