Lyapounov exponent of linear stochastic systems with large diffusion term (Q1190171): Difference between revisions
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Revision as of 03:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Lyapounov exponent of linear stochastic systems with large diffusion term |
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Lyapounov exponent of linear stochastic systems with large diffusion term (English)
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27 September 1992
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The authors consider linear systems of stochastic differential equations where the diffusion term is multiplied by a parameter. They study the Lyapunov exponent depending on this parameter tending to infinity. There are cases where the noise is stabilizing resp. destabilizing. The two- dimensional system is treated in great detail.
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stochastic differential equations
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Lyapunov exponent
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stabilizing
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