scientific article

zbMath0583.93068MaRDI QIDQ3708677

M. Pignol, Etienne Pardoux

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lyapunov exponentproducts of random matricesbilinear Stratonovich differential equationdiffusion processes with periodic coefficientsmovement of helicopter blades

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Periodic solutions to ordinary differential equations (34C25) Nonlinear systems in control theory (93C10) Bifurcations and instability for nonlinear problems in mechanics (70K50) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Stochastic integrals (60H05) Random matrices (algebraic aspects) (15B52) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

A survey of numerical methods for stochastic differential equations

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