Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
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Publication:3782542
DOI10.1137/0148024zbMath0641.60065OpenAlexW2073530198MaRDI QIDQ3782542
Etienne Pardoux, Volker Wihstutz
Publication date: 1988
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0148024
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Large deviations (60F10)
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