A nonrandom spectrum for lyapunov exponents of linear stochastic systems
DOI10.1080/07362999108809223zbMath0726.60057OpenAlexW1995310918WikidataQ57979218 ScholiaQ57979218MaRDI QIDQ3350407
Xiangbo Feng, Kenneth A. Loparo
Publication date: 1991
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999108809223
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Cites Work
- Unnamed Item
- Random matrix products and measures on projective spaces
- A multiplicative ergodic theorem for random transformations
- [https://portal.mardi4nfdi.de/wiki/Publication:3311395 Loi des grands nombres et perturbations pour des produits r�ductibles de matrices al�atoires ind�pendantes]
- Lyapunov numbers of markov solutions of linear stochastic systems
- A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
- Products of Random Matrices
This page was built for publication: A nonrandom spectrum for lyapunov exponents of linear stochastic systems
