Lyapunov numbers of markov solutions of linear stochastic systems
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Publication:3678407
DOI10.1080/17442508408833329zbMath0564.60058MaRDI QIDQ3678407
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508408833329
60G10: Stationary stochastic processes
60J25: Continuous-time Markov processes on general state spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
37A99: Ergodic theory
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