Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

DOI10.1080/17442508.2013.879141MaRDI QIDQ2811106zbMATH OpenOpenAlexWikidataFDO

Authors Nguyen Dinh Cong, S. Siegmund, Nguyen Thi the

Publication date 10 June 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2013.879141

zbMATH Keywords

adjoint equationinduced two-parameter stochastic flowLyapunov exponentLyapunov regularity

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 4024671 (Why is no real title available?)
• scientific article; zbMATH DE number 44365 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Linear differential algebraic equations of index 1 and their adjoint equations
• Lyapunov spectrum of nonautonomous linear stochastic differential algebraic equations of index-1
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
• Structural analysis of electric circuits and consequences for MNA

Cited in

(4)

• Lyapunov regularity of linear differential algebraic equations of index 1
• Lyapunov spectrum of nonautonomous linear stochastic differential algebraic equations of index-1
• Central exponents of linear stochastic differential-algebraic equations of index 1
• Lyapunov exponents of linear stochastic differential algebraic equations with properly stated leading terms

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