Asymptotic estimate for the probability and the mean time of keeping a moving target within a given domain

zbMath1121.93073MaRDI QIDQ2455143

L. D. Akulenko, A. S. Kovaleva

Publication date: 22 October 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations; random disturbances; dynamically controllable domain

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C73: Perturbations in control/observation systems

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

60G40: Stopping times; optimal stopping problems; gambling theory

34F05: Ordinary differential equations and systems with randomness

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