Lyapunov number of bilinear stochastic differential equations

DOI10.1215/KJM/1250521063zbMATH Open0584.60069OpenAlexW1599499845MaRDI QIDQ1069559FDOQ1069559

Osamu Takeyama

Publication date: 1985

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521063

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zbMATH Keywords

Lyapunov stabilitystochastic stabilityLyapunov numbersexponential growth of the solutions in terms of the Lie algebras

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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