General theorems for numerical approximation of stochastic processes on the Hilbert space .
Geometry of non-holonomic diffusion
We study stochastically perturbed non-holonomic systems from a geometric point of view. In this setting, it turns out that the probabilistic properties of the perturbed system are intimately linked to the geometry of the constraint distribution. For -Chaplygin systems, this yields a stochastic criterion for the existence of a smooth preserved measure. As an application of our results we consider the motion planning problem for the noisy two-wheeled robot and the noisy snakeboard.
Global asymptotic stability of solutions of cubic stochastic difference equations.