Stochastic Stability of Nonlinear Oscillators

DOI10.1137/0148066zbMath0661.60075MaRDI QIDQ3810630

Zeev Schuss, Bernard J. Matkowsky, M. M. Klosek-Dygas

Publication date: 1988

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0148066

zbMATH Keywords

Fokker-Planck equation; stochastic stability; first passage time; non- linear oscillator; energy of an oscillator; small damping coefficient

Mathematics Subject Classification ID

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

93E15: Stochastic stability in control theory

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

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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