THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS

DOI10.1142/S0219493702000388zbMath1015.60049OpenAlexW2008956262MaRDI QIDQ3149366

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

zbMATH Keywords

Lyapunov exponentslinear stochastic differential equations

Mathematics Subject Classification ID

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

Cites Work

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