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

DOI10.1080/17442509608834085zbMATH Open0869.93051OpenAlexW2026462407MaRDI QIDQ4332227FDOQ4332227

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

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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)

Cited In (4)

• 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
• Noise induced dissipation in Lebesgue-measure preserving maps on \(d\)-dimensional torus

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