Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies

DOI10.1214/AOP/1024404511zbMath0885.60043OpenAlexW2048677413MaRDI QIDQ1370227

Michael K. R. Scheutzow, Salah-Eldin A. Mohammed

Publication date: 31 March 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404511

zbMATH Keywords

Brownian motionPoisson processLyapunov spectrumstochastic flowstochastic delay equationLyapunov exponentsemimartingaleexponential growth ratestochastic functional differential equationsingular equationregular equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

Related Items (22)

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