ASYMPTOTIC STABILITY AND ANGULAR CONVERGENCE OF STOCHASTIC SYSTEMS.

Mark A. Pinsky*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

A system of Ito equations is considered in the unit disc. The circumference is assumed to be a stable invariant manifold with a finite number of stable equilibrium points. Under supplementary hypotheses it is proved that the solution converges to a limit and that the angle converges to a limit. This leads to a well-posed Dirichlet problem and to the determination of all L-harmonic functions for the infinitesimal operator of the process.

Original languageEnglish (US)
Pages (from-to)93-102
Number of pages10
JournalMath Program Study
Issue number5
StatePublished - Jan 1 1976

ASJC Scopus subject areas

  • Engineering(all)

Fingerprint Dive into the research topics of 'ASYMPTOTIC STABILITY AND ANGULAR CONVERGENCE OF STOCHASTIC SYSTEMS.'. Together they form a unique fingerprint.

Cite this