Orbital stability index for stochastic systems

DOI10.1080/07362990008809697MaRDI QIDQ4518328zbMATH OpenOpenAlexFDO

Authors Grigori N. Milstein

Publication date 20 November 2000

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990008809697

zbMATH Keywords

Lyapunov exponentmoment Lyapunov exponentstability indexstochastic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cites work

• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 774064 (Why is no real title available?)
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion

Cited in

(6)

• Criterion for orbital stability of trajectories of dynamic systems
• THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS
• Orbital dynamics in a stochastic atmosphere
• scientific article; zbMATH DE number 1139632 (Why is no real title available?)
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
• STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS

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