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.
Original languageEnglish
Pages (from-to)340-353
Number of pages14
JournalJournal of Mathematical Sciences (United States)
Volume241
Issue number3
DOIs
StatePublished - 7 Sep 2019

    Research areas

  • 34D10, 60H10, 93E15, dynamical system, perturbation, stability with probability 1, stochastic differential equation, white noise

ID: 126273014