THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS

DOI10.1142/S0219493702000388zbMATH Open1015.60049OpenAlexW2008956262MaRDI QIDQ3149366FDOQ3149366

Grigori N. Milstein

Publication date: 8 July 2003

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493702000388

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zbMATH Keywords

Lyapunov exponentslinear stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

Cites Work

• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Orbital stability index for stochastic systems

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