scientific article; zbMATH DE number 4028507

MaRDI QIDQ3769685zbMATH OpenFDO

Authors Ludwig Arnold, Wolfgang Kliemann

Publication date 1987

zbMATH Keywords

central limit theoremlaw of large numbersLegendre- Fenchel transformationLyapunov exponentrandom oscillator

Mathematics Subject Classification ID

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

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Cited in

(23)

• 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 and stochastic flows of diffeomorphisms
• Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation.
• Stability indices for randomly perturbed power systems
• The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise
• A function space large deviation principle for certain stochastic integrals
• Multiplicative ergodicity and large deviations for an irreducible Markov chain.
• Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations
• Large deviations of a forward backward stochastic differential equation.
• Spectral theory for perturbed systems
• Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory
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• The Lyapunov spectrum of families of time-varying matrices
• Small noise expansion of moment lyapunov exponents for two-dimensional systems
• Large deviation theory for stochastic difference equations
• Orbital stability index for stochastic systems
• Deterministic and stochastic linear time-scale systems
• Linear stochastic equations in the critical case
• Characterizing dynamical stability of stochastic gradient descent in overparameterized learning
• Detecting random bifurcations via rigorous enclosures of large deviations rate functions
• Large deviation for stochastic line integrals as \(L^{p}\)-currents

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