How good are the stochastic analysis methods for stochastic reachability
Manuela L. Bujorianu · 2011
For stochastic hybrid systems, safety verification methods are very little supported mainly because of complexity and difficulty of the associated mathematical problems. Stochastic reachability problem can be treated as an exit problem for a suitable class of Markov processes. Using Newtonian/Martin capacities associated to the Green/Martin kernel of a Markov process, we obtain upper bounds for the reach probabilities.