Asymptotic Behavior of Solutions of SDE for Relaxation Oscillations

DOI10.1137/0524011MaRDI QIDQ4034154zbMATH OpenOpenAlexFDO

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

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)

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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
• scientific article; zbMATH DE number 3923800 (Why is no real title available?)

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