Almost Sure Instability of the Random Harmonic Oscillator

DOI10.1137/0150044MaRDI QIDQ3484119zbMATH OpenOpenAlexWikidataFDO

Authors Xiangbo Feng, Kenneth A. Loparo

Publication date 1990

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

Full work available at URL https://doi.org/10.1137/0150044

zbMATH Keywords

Lyapunov exponentsjump processstability problem of the random harmonic oscillator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15) Random vibrations in mechanics of particles and systems (70L05)

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(7)

• scientific article; zbMATH DE number 3919483 (Why is no real title available?)
• Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
• scientific article; zbMATH DE number 3968488 (Why is no real title available?)
• Lyapunov exponents for linear homogeneous differential equations
• Almost sure oscillation of certain random processes
• Instability of the Harmonic Oscillator with Small Noise
• Genericity of trivial Lyapunov spectrum for \(L^p\)-cocycles derived from second order linear homogeneous differential equations

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