ALMOST ALL NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ARE REGULAR
DOI10.1142/S0219493704001115zbMath1053.60057MaRDI QIDQ4822533
Publication date: 25 October 2004
Published in: Stochastics and Dynamics (Search for Journal in Brave)
stochastic differential equations; sample Lyapunov exponents; Lyapunov spectrum; almost sure stability; nonautonomous linear stochastic systems; linear systems of stochastic differential equations; nonautonomous stochastic equations; sample Lyapunov regularity; two-parameter stochastic flows
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory
93D20: Asymptotic stability in control theory
60H30: Applications of stochastic analysis (to PDEs, etc.)
93E15: Stochastic stability in control theory
60G17: Sample path properties
34A30: Linear ordinary differential equations and systems
34D08: Characteristic and Lyapunov exponents of ordinary differential equations
34F05: Ordinary differential equations and systems with randomness
37H10: Generation, random and stochastic difference and differential equations
60H99: Stochastic analysis
34D09: Dichotomy, trichotomy of solutions to ordinary differential equations
Cites Work
