Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach
- 作者: Sultanov O.1,2
-
隶属关系:
- Institute of Mathematics with Computer Center, Ufa Science Center of the Russian Academy of Sciences
- Peoples’ Friendship University of Russia
- 期: 卷 241, 编号 3 (2019)
- 页面: 340-353
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/242894
- DOI: https://doi.org/10.1007/s10958-019-04428-1
- ID: 242894
如何引用文章
详细
We study stochastic perturbations of a dynamical system with a locally stable fixed point. The perturbed system has the form of Ito stochastic differential equations. We assume that perturbations do not vanish at the equilibrium of the deterministic system. Using the approach based on consideration of trajectories to the analysis of stochastic differential equations, we find restrictions for perturbations under which the stability of the equilibrium is preserved with probability 1.
作者简介
O. Sultanov
Institute of Mathematics with Computer Center, Ufa Science Center of the Russian Academy of Sciences; Peoples’ Friendship University of Russia
编辑信件的主要联系方式.
Email: oasultanov@gmail.com
俄罗斯联邦, Ufa; Moscow