Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
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Publication:4388825
DOI10.1137/S003613999529589XzbMath0924.60036MaRDI QIDQ4388825
N. K. Moshchuk, Rafail Z. Khasminskii
Publication date: 10 May 1998
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
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