Lyapunov exponents for nonlinear systems with Poisson white noise

DOI10.1016/0375-9601(96)00348-9MaRDI QIDQ1967906zbMATH OpenOpenAlexFDO

Authors Mircea D. Grigoriu

Publication date 7 March 2000

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0375-9601(96)00348-9

Mathematics Subject Classification ID

Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Noise and bifurcations.

Cited in

(8)

• Integral expressions of Lyapunov exponents for autonomous ordinary differential systems
• Lyapunov exponent and chaos of Duffing's equation perturbed by white noise
• Stochastic stability of quasi-partially integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Stochastic stability for nonlinear systems driven by Lévy noise
• Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
• TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS
• Noise robust estimates of the largest Lyapunov exponent

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