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Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach. / Sultanov, O. A.

в: Journal of Mathematical Sciences (United States), Том 241, № 3, 07.09.2019, стр. 340-353.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Sultanov, OA 2019, 'Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach', Journal of Mathematical Sciences (United States), Том. 241, № 3, стр. 340-353. https://doi.org/10.1007/s10958-019-04428-1

APA

Sultanov, O. A. (2019). Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach. Journal of Mathematical Sciences (United States), 241(3), 340-353. https://doi.org/10.1007/s10958-019-04428-1

Vancouver

Sultanov OA. Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach. Journal of Mathematical Sciences (United States). 2019 Сент. 7;241(3):340-353. https://doi.org/10.1007/s10958-019-04428-1

Author

Sultanov, O. A. / Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach. в: Journal of Mathematical Sciences (United States). 2019 ; Том 241, № 3. стр. 340-353.

BibTeX

@article{19e5a3e4101c40479e2606771ab0e820,
title = "Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach",
abstract = "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.",
keywords = "34D10, 60H10, 93E15, dynamical system, perturbation, stability with probability 1, stochastic differential equation, white noise",
author = "Sultanov, {O. A.}",
year = "2019",
month = sep,
day = "7",
doi = "10.1007/s10958-019-04428-1",
language = "English",
volume = "241",
pages = "340--353",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "3",

}

RIS

TY - JOUR

T1 - Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach

AU - Sultanov, O. A.

PY - 2019/9/7

Y1 - 2019/9/7

N2 - 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.

AB - 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.

KW - 34D10

KW - 60H10

KW - 93E15

KW - dynamical system

KW - perturbation

KW - stability with probability 1

KW - stochastic differential equation

KW - white noise

UR - http://www.scopus.com/inward/record.url?scp=85069892255&partnerID=8YFLogxK

U2 - 10.1007/s10958-019-04428-1

DO - 10.1007/s10958-019-04428-1

M3 - Article

AN - SCOPUS:85069892255

VL - 241

SP - 340

EP - 353

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 3

ER -

ID: 126273014