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

DOI10.1080/17442509108833692MaRDI QIDQ3971879zbMATH OpenOpenAlexFDO

Authors 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

homogenization procedureLyapunov exponentnilpotent system with real noiserotation numberwhite noise limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03)

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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 and Rotation number of Two-Ddimensional Systems with Telegraphic Noise
• Lyapunov exponents of nilpotent ito systems
• Noise Induced Rotation

Cited in

(8)

• Extremal character of the Lyapunov exponent of the stochastic harmonic oscillator
• Characterization of stochastic processes which stabilize linear companion form systems.
• Lyapunov exponents of nilpotent ito systems
• scientific article; zbMATH DE number 65720 (Why is no real title available?)
• scientific article; zbMATH DE number 124394 (Why is no real title available?)
• Analytical expression for zero Lyapunov exponent of chaotic noised oscillators
• The Lyapunov exponent for a codimension two bifurcation system that is driven by a real noise
• Noise induced destruction of zero Lyapunov exponent in coupled chaotic systems

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