
























The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the Itô stochastic differential equation. It is assumed that the noise does not vanish at the equilibrium. In this case the trajectories of the stochastic system may leave any bounded domain with probability one. We analyze the stochastic stability of the equilibrium under a persistent perturbation by white noise on an asymptotically long time interval $0\leq t\leq \mathcal O(μ^{-N})$, where $0<μ\ll 1$ is a perturbation parameter.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。