scientific article; zbMATH DE number 4028507

MaRDI QIDQ3769685zbMATH OpenFDO

Authors Ludwig Arnold, Wolfgang Kliemann

Publication date 1987

zbMATH Keywords

central limit theoremlaw of large numbersLyapunov exponentrandom oscillatorLegendre- Fenchel transformation

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Recommendations

• scientific article; zbMATH DE number 4042976
• scientific article; zbMATH DE number 3944973
• Lyapounov exponent of linear stochastic systems with large diffusion term
• scientific article; zbMATH DE number 4138856
• Large deviation principle for diffusion processes

Cited in

(21)

• Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation.
• Estimations de grandes déviations pour des systèmes où apparaissent un bruit gaussien et un bruit non gaussien. (Large deviations estimations for systems with Gaussian and non-Gaussian noise)
• Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
• Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory
• Stability indices for randomly perturbed power systems
• Spectral theory for perturbed systems
• Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations
• Large deviation theory for stochastic difference equations
• The Lyapunov spectrum of families of time-varying matrices
• Large deviations and stochastic flows of diffeomorphisms
• Linear stochastic equations in the critical case
• scientific article; zbMATH DE number 4109768 (Why is no real title available?)
• Deterministic and stochastic linear time-scale systems
• Small noise expansion of moment lyapunov exponents for two-dimensional systems
• Large deviations of a forward backward stochastic differential equation.
• The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise
• Multiplicative ergodicity and large deviations for an irreducible Markov chain.
• A function space large deviation principle for certain stochastic integrals
• scientific article; zbMATH DE number 4042976 (Why is no real title available?)
• Orbital stability index for stochastic systems
• Large deviation for stochastic line integrals as \(L^{p}\)-currents

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3769685)