On a notion of stochastic zeroing barrier function

On a notion of stochastic zeroing barrier function

This note examines the safety verification of the solution of Ito stochastic differential equations using the notion of stochastic zeroing barrier function. The main tools in the proposed method include Ito calculus and the concept of stochastic invariant set.

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Veröffentlicht in:arXiv.org 2020-04
Hauptverfasser: Tamba, Tua A, Hu, Bin, Nazaruddin, Yul Y
Format: Artikel
Sprache:eng
Schlagworte:
Differential equations
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Zusammenfassung:This note examines the safety verification of the solution of Ito stochastic differential equations using the notion of stochastic zeroing barrier function. The main tools in the proposed method include Ito calculus and the concept of stochastic invariant set.
ISSN:2331-8422