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arXiv 2004.01882eess.SYcs.SYmath.OC
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On a notion of stochastic zeroing barrier function

Tua A. Tamba, Bin Hu, Yul Y. Nazaruddin

英文摘要:

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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