Analysis of exponential stability of a linear stochastic oscillator under small diffusive disturbances (Q1780232)

Necessary and sufficient conditions of exponential stability in the quadratic mean are established for the equation \[ \begin{aligned} \ddot x + 2 \delta ( \xi (t)) \dot x(t) + ( \omega^2 + h( \xi(t))) x = 0,\\ \delta ( \xi) = \epsilon \delta_1 (\xi) + \epsilon^2 \delta_2 (\xi),\quad h( \xi) = \epsilon h_1 (\xi) + \epsilon^2 h_2 (\xi)\end{aligned} \] under one of two disturbance types: \( d \xi = -v \xi dt + \sigma d \omega (t), v >0, \sigma >0\) and \( L( {d \over dt}) \xi (t) = \dot w (t)\) , where \(L( {d \over dt}) \) is a polynomial in the derivative with respect to time and \( \dot w(t)\) is a white noise.