Lyapunov numbers of markov solutions of linear stochastic systems

DOI10.1080/17442508408833329zbMath0564.60058OpenAlexW1982698870MaRDI QIDQ3678407

Hans Crauel

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833329

zbMATH Keywords

Lyapunov exponentsinvariant measurestationary matrix process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Ergodic theory (37A99)

Related Items (3)

Ergodicity conditions for nonlinear discrete time stochastic dynamical systems with Markovian noise ⋮ Random switching between vector fields having a common zero ⋮ A nonrandom spectrum for lyapunov exponents of linear stochastic systems

Cites Work

• Ergodic theory of differentiable dynamical systems
• Stabilization of Linear Systems by Noise
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