Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations
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Publication:5355181
DOI10.1080/07362994.2017.1305908zbMath1376.37103OpenAlexW2605989201MaRDI QIDQ5355181
Publication date: 6 September 2017
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2017.1305908
stochastic differential equationLyapunov exponentmultiplicative ergodic theoremstability, stochastic bifurcation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Generation, random and stochastic difference and differential equations (37H10) Bifurcation theory for random and stochastic dynamical systems (37H20)