scientific article; zbMATH DE number 2034522

MaRDI QIDQ4445185zbMATH OpenFDO

Authors

Publication date 28 January 2004

zbMATH Keywords

invariant measureLyapunov exponentstochastic jump-diffusion equation

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20)

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• Lyapunov exponents for stochastic differential equations with infinite memory and application to stochastic Navier-Stokes equations
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