Grid-free computation of probabilistic safety with Malliavin calculus
This work concerns continuous-time, continuous-space stochastic dynamical systems described by stochastic differential equations (SDE). It presents a new approach to compute probabilistic safety regions, namely sets of initial conditions of the SDE associated to trajectories that are safe with a pro...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
IEEE
2023
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