Stochastic Stability of Nonlinear Oscillators

DOI10.1137/0148066zbMath0661.60075OpenAlexW2092429446MaRDI QIDQ3810630

M. M. Klosek-Dygas, Zeev Schuss, Bernard J. Matkowsky

Publication date: 1988

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0148066

zbMATH Keywords

Fokker-Planck equationstochastic stabilityfirst passage timenon- linear oscillatorenergy of an oscillatorsmall damping coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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