scientific article; zbMATH DE number 4028507

zbMATH Open0632.60021MaRDI QIDQ3769685FDOQ3769685

Authors: Ludwig Arnold, Wolfgang Kliemann 

Publication date: 1987

Title of this publication is not available (Why is that?)

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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)

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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Orbital stability index for stochastic systems
• Large deviation for stochastic line integrals as \(L^{p}\)-currents

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