Lyapounov exponent of linear stochastic systems with large diffusion term (Q1190171): Difference between revisions
From MaRDI portal
Revision as of 10:55, 16 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapounov exponent of linear stochastic systems with large diffusion term |
scientific article |
Statements
Lyapounov exponent of linear stochastic systems with large diffusion term (English)
0 references
27 September 1992
0 references
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.
0 references
stochastic differential equations
0 references
Lyapunov exponent
0 references
stabilizing
0 references
0 references
0 references
