The effect of small constantly acting random perturbations of white noise type on a dynamical system with locally stable fixed point is studied. The perturbed system is considered in the form of Itô stochastic differential equations, and it is assumed that the perturbation does not vanish at a fixed point. In this case, the trajectories of the stochastic system issuing from points near the stable fixed point exit from the neighborhood of equilibrium with probability 1. Classes of perturbations such that the equilibrium of a deterministic system is stable in probability on an asymptotically large time interval are described.
Original languageEnglish
Pages (from-to)149-156
Number of pages8
JournalMathematical Notes
Volume101
Issue number1-2
DOIs
StatePublished - 1 Jan 2017

    Research areas

  • dynamical system, perturbation, stability, white noise

ID: 126273323