Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
A Contractivity Approach for Probabilistic Bisimulations of Diffusion Processes
 

Summary: A Contractivity Approach
for Probabilistic Bisimulations of Diffusion Processes
Alessandro Abate
Abstract-- This work is concerned with the problem of
characterizing and computing probabilistic bisimulations of dif-
fusion processes. A probabilistic bisimulation relation between
two such processes is defined through a bisimulation function,
which induces an approximation metric on the expectation of
the (squared norm of the) distance between the two processes.
We introduce sufficient conditions for the existence of a bisim-
ulation function, based on the use of contractivity analysis for
probabilistic systems. Furthermore, we show that the notion
of stochastic contractivity is related to a probabilistic version
of the concept of incremental stability. This relationship leads
to a procedure that constructs a discrete approximation of a
diffusion process. The procedure is based on the discretization
of space and time. Given a diffusion process, we raise sufficient
conditions for the existence of such an approximation, and show
that it is probabilistically bisimilar to the original process, up
to a certain approximation precision.

  

Source: Abate, Alessandro - Faculty of Mechanical, Maritime and Materials Engineering, Technische Universiteit Delft

 

Collections: Engineering