Asymptotic Behavior of Solutions of SDE for Relaxation Oscillations

DOI10.1137/0524011zbMATH Open0777.60050OpenAlexW2035748664MaRDI QIDQ4034154FDOQ4034154

Authors:

Publication date: 16 May 1993

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0524011

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zbMATH Keywords

weak convergencerelaxation oscillationcomposite expansionsstochastic Liénard equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)

Cited In (5)

• Second-order fast-slow stochastic systems
• Stochastic Liénard equations with state-dependent switching
• Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
• ASYMPTOTICS OF RELAXATION OSCILLATIONS
• Title not available (Why is that?)

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