Lyapounov exponent of linear stochastic systems with large diffusion term

DOI10.1016/0304-4149(92)90015-IMaRDI QIDQ1190171zbMATH OpenOpenAlexFDO

Authors Etienne Pardoux, Volker Wihstutz

Publication date 27 September 1992

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90015-i

zbMATH Keywords

Lyapunov exponentstochastic differential equationsstabilizing

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Recommendations

• scientific article; zbMATH DE number 3944973
• scientific article; zbMATH DE number 3908307
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• scientific article; zbMATH DE number 3946019
• scientific article; zbMATH DE number 4097266

Cites work

• scientific article; zbMATH DE number 3913325 (Why is no real title available?)
• scientific article; zbMATH DE number 3944975 (Why is no real title available?)
• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 3240665 (Why is no real title available?)
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Lyapunov exponents of nilpotent ito systems
• Principle of vibrational control: Theory and applications
• Stabilization of Linear Systems by Noise
• Vibrational control of nonlinear systems: Vibrational stabilizability

Cited in

(15)

• scientific article; zbMATH DE number 4028507 (Why is no real title available?)
• scientific article; zbMATH DE number 4097266 (Why is no real title available?)
• Stability of Hyperbolic Partial Differential Equations with Random Loads
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Lyapunov exponents of hybrid stochastic heat equations
• Stabilization of evolution equations by noise
• On the influence of noise on the largest Lyapunov exponent of attractors of stochastic dynamic systems
• scientific article; zbMATH DE number 3944973 (Why is no real title available?)
• Stabilization of partial differential equations by noise
• Local Lyapunov exponents. Sublimiting growth rates of linear random differential equations
• scientific article; zbMATH DE number 4066769 (Why is no real title available?)
• scientific article; zbMATH DE number 3908307 (Why is no real title available?)
• scientific article; zbMATH DE number 3946019 (Why is no real title available?)
• scientific article; zbMATH DE number 3951708 (Why is no real title available?)
• Stabilization by noise for a class of stochastic reaction-diffusion equations

This page was built for publication: Lyapounov exponent of linear stochastic systems with large diffusion term

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1190171)