Lyapunov exponents of real–noise–driven nilpotent systems and harmonic oscillators

DOI10.1080/17442509108833692zbMath0748.60052MaRDI QIDQ3971879

Mark A. Pinsky, Volker Wihstutz

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833692

zbMATH Keywords

rotation number; Lyapunov exponent; homogenization procedure; white noise limit; nilpotent system with real noise

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)

Related Items

Characterization of stochastic processes which stabilize linear companion form systems.

Cites Work

• A multiplicative ergodic theorem for rotation numbers
• Analytic expansion of the lyapunov exponent associated to the SchrÖDinger operator with random potential
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Instability of the Harmonic Oscillator with Small Noise
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Lyapunov exponents of nilpotent ito systems
• Noise Induced Rotation
• Lyapunov Exponents and Rotation number of Two-Ddimensional Systems with Telegraphic Noise