Stability of a Stochastic Two-Dimensional Non-Hamiltonian System

DOI10.1137/100782139zbMath1241.34067MaRDI QIDQ3097541

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Publication date: 10 November 2011

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100782139

zbMATH Keywords

Markov processes; Lyapunov exponent; martingale problem; stochastic averaging; shear-induced instability

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34D20: Stability of solutions to ordinary differential equations

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

34F10: Bifurcation of solutions to ordinary differential equations involving randomness

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