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Stability of equilibrium with respect to white noise
Authors:L A Kalyakin
Institution:1.Institute of Mathematics with Computing Center,Ufa Research Center of the Russian Academy of Sciences,Ufa,Russia
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. Stability with given bounds is proved on a large time interval with length of the order of the squared inverse perturbation amplitude. The proof is based on the construction of a barrier function for the parabolic Kolmogorov equation associated with the perturbed dynamical system.
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