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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2015 Volume 21, Number 1, Pages 112–121 (Mi timm1147)

Stability of equilibrium with respect to a white noise

L. A. Kalyakin

Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences, Ufa

Abstract: A system of ordinary differential equations with a local asymptotically stable equilibrium is considered. The problem of stability with respect to a persistent perturbation of the white noise type is discussed. The stability with given estimates is proved on a large time interval with a length of the order of the squared reciprocal magnitude of the perturbation. The proof is based on the construction of a barrier function for the Kolmogorov parabolic equation associated with the perturbed dynamical system.

Keywords: dynamical system; random perturbation; stability; parabolic equation; barrier function.

UDC: 517.919

Received: 04.11.2014


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2016, 295, suppl. 1, S68–S77

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