Almost Sure Instability of the Random Harmonic Oscillator

DOI10.1137/0150044zbMath0704.60055OpenAlexW2038564382WikidataQ57979229 ScholiaQ57979229MaRDI QIDQ3484119

Kenneth A. Loparo, Xiangbo Feng

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

Related Items (3)

Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems ⋮ Genericity of trivial Lyapunov spectrum for \(L^p\)-cocycles derived from second order linear homogeneous differential equations ⋮ Lyapunov exponents for linear homogeneous differential equations

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