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

DOI10.1080/17442509108833692zbMATH Open0748.60052OpenAlexW1983672872MaRDI QIDQ3971879FDOQ3971879

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

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zbMATH Keywords

Lyapunov exponentrotation numberhomogenization procedurewhite noise limitnilpotent system with real noise

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (8)

• Title not available (Why is that?)
• Characterization of stochastic processes which stabilize linear companion form systems.
• Title not available (Why is that?)
• Lyapunov exponents of nilpotent ito systems
• Analytical expression for zero Lyapunov exponent of chaotic noised oscillators
• Extremal character of the Lyapunov exponent of the stochastic harmonic oscillator
• Noise induced destruction of zero Lyapunov exponent in coupled chaotic systems
• The Lyapunov exponent for a codimension two bifurcation system that is driven by a real noise

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