Exact Results for the Lyapunov Exponents of Certain Linear Ito Systems
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Publication:3197734
DOI10.1137/0150069zbMath0712.93061MaRDI QIDQ3197734
Publication date: 1990
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0150069
60J25: Continuous-time Markov processes on general state spaces
70L05: Random vibrations in mechanics of particles and systems
93E15: Stochastic stability in control theory
34F05: Ordinary differential equations and systems with randomness
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