Department of Mathematics
 Search | Help | Login | pdf version | printable version

Math @ Duke





.......................

.......................


Publications [#243884] of Jonathan C. Mattingly

Papers Published

  1. Herzog, D; Mattingly, J, Noise-induced stabilization of planar flows II, Electronic Journal of Probability, vol. 20 (2015) [repository], [doi]
    (last updated on 2017/12/10)

    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.

 

dept@math.duke.edu
ph: 919.660.2800
fax: 919.660.2821

Mathematics Department
Duke University, Box 90320
Durham, NC 27708-0320