Characterizing attraction probabilities via the stochastic Zubov equation

DOI10.3934/dcdsb.2003.3.457zbMath1123.60311OpenAlexW2015502701MaRDI QIDQ2644254

Lars Grüne, Fabio Camilli

Publication date: 7 September 2007

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2003.3.457

zbMATH Keywords

stochastic differential equationviscosity solutionalmost sure exponential stabilityZubov's method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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