Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8899352 | Journal of Mathematical Analysis and Applications | 2018 | 17 Pages |
Abstract
In this article, we discuss stability of the one-dimensional overdamped Langevin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive conditions for stability of general diffusion processes which generalize the classical and well-known results of Khasminskii ([8]).
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Nikola SandriÄ,