LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM

DOI10.1142/S0219493702000315zbMath1018.37034MaRDI QIDQ4546194

Peter H. Baxendale

Publication date: 19 August 2002

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation; periodic coefficients; Lyapunov exponent; moment Lyapunov exponent; stochastically perturbed Hill's oscillator

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

37H15: Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents

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Cites Work

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• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion