Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise

DOI10.1016/0021-8928(82)90099-5zbMath0522.34053MaRDI QIDQ1055958

E. I. Auslender, G. N. Mil'stejn

Publication date: 1982

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(82)90099-5

zbMATH Keywords

asymptotic stability; explicit formulas; Lyapunov index; white noises; second-order linear stochastic systems; Stratonovich systems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

93E15: Stochastic stability in control theory

34F05: Ordinary differential equations and systems with randomness

34D05: Asymptotic properties of solutions to ordinary differential equations

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