Lyapounov exponent of linear stochastic systems with large diffusion term

DOI10.1016/0304-4149(92)90015-IzbMath0749.60061OpenAlexW2147455947MaRDI QIDQ1190171

Volker Wihstutz, Etienne Pardoux

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

stochastic differential equationsLyapunov exponentstabilizing

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (4)

Stabilization of evolution equations by noise ⋮ Lyapunov exponents of hybrid stochastic heat equations ⋮ Stabilization by noise for a class of stochastic reaction-diffusion equations ⋮ Stabilization of partial differential equations by noise

Cites Work

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• Stabilization of Linear Systems by Noise
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Vibrational control of nonlinear systems: Vibrational stabilizability
• 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

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