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CDC
2009
IEEE

A contractivity approach for probabilistic bisimulations of diffusion processes

14 years 3 months ago
A contractivity approach for probabilistic bisimulations of diffusion processes
— This work is concerned with the problem of characterizing and computing probabilistic bisimulations of diffusion 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 bisimulation 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, ...
Alessandro Abate
Added 21 Jul 2010
Updated 21 Jul 2010
Type Conference
Year 2009
Where CDC
Authors Alessandro Abate
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