The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
From MaRDI portal
Publication:2930243
DOI10.1142/S0219493714500105zbMath1323.60114arXiv1204.5985MaRDI QIDQ2930243
David J. W. Simpson, Rachel Kuske
Publication date: 18 November 2014
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.5985
Fokker-Planck equationBrownian motionstochastic differential equationsFeynman-Kac formulaoccupation timepiecewise-smooth systemFilippov system
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Fokker-Planck equations (35Q84)
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