Extremal character of the Lyapunov exponent of the stochastic harmonic oscillator

DOI10.1214/AOAP/1177005582zbMATH Open0788.60072OpenAlexW2052424707MaRDI QIDQ1203752FDOQ1203752

Authors: Mark A. Pinsky 

Publication date: 22 February 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005582

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zbMATH Keywords

nonreversible Markov processLyapunov exponentharmonic oscillatorfinite state Markov noise process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05)

Cited In (5)

• Spectral transition line for the extended Harper's model in the positive Lyapunov exponent regime
• On the Lyapunov Exponent of a Harmonic Oscillator Driven by a Finite-State Markov Process
• Lyapunov exponent of the random Schrödinger operator with short-range correlated noise potential
• Almost Sure Instability of the Random Harmonic Oscillator
• Title not available (Why is that?)

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