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Noise-induced stabilization of planar flows ii

dc.contributor.author Herzog, David P
dc.contributor.author Mattingly, Jonathan Christopher
dc.date.accessioned 2015-03-20T17:46:27Z
dc.date.issued 2015-10-25
dc.identifier.uri https://hdl.handle.net/10161/9512
dc.description.abstract © 2015 University of Washington. All rights reserved.We continue the work started in Part I [6], showing how the addition of noise can stabilize an otherwise unstable system. The analysis makes use of nearly optimal Lyapunov functions. In this continuation, we remove the main limiting assumption of Part I by an inductive procedure as well as establish a lower bound which shows that our construction is radially sharp. We also prove a version of Peskir’s [7] generalized Tanaka formula adapted to patching together Lyapunov functions. This greatly simplifies the analysis used in previous works.
dc.relation.ispartof Electronic Journal of Probability
dc.relation.isversionof 10.1214/EJP.v20-4048
dc.title Noise-induced stabilization of planar flows ii
dc.type Journal article
pubs.organisational-group Duke
pubs.organisational-group Mathematics
pubs.organisational-group Statistical Science
pubs.organisational-group Trinity College of Arts & Sciences
pubs.publication-status Published
pubs.volume 20
dc.identifier.eissn 1083-6489


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