Large noise asymptotics of invariant measures, with applications to lyapunov exponents

DOI10.1080/17442509608834085MaRDI QIDQ4332227zbMATH OpenOpenAlexFDO

Authors Ludwig Arnold, Alexander Eizenberg, Volker Wihstutz

Publication date 13 February 1997

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

Full work available at URL https://doi.org/10.1080/17442509608834085

zbMATH Keywords

stabilityinvariant measuresaveraging problemnoise stabilization

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

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Cited in

(6)

• Propagating Lyapunov functions to prove noise-induced stabilization
• Mean square stabilization of linear systems by mean zero noise
• Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions
• Stabilization of linear systems by rotation
• Effects of white noise in multistable dynamics
• Noise induced dissipation in Lebesgue-measure preserving maps on \(d\)-dimensional torus

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