Local Lyapunov exponents. Sublimiting growth rates of linear random differential equations

DOI10.1007/978-3-540-85964-2zbMath1178.60002OpenAlexW4243998654MaRDI QIDQ947712

Wolfgang Siegert

Publication date: 6 October 2008

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-85964-2

zbMATH Keywords

stochastic differential systemsswitching curvesFreidlin-Ventsell theoryHernandez-Lerma theorylocal Lyapunov exponentsOseledets multiplicative ergodic theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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