Moment Lyapunov Exponent for a Three Dimensional Stochastic System

DOI10.1007/978-94-007-0732-0_19zbMath1242.34105OpenAlexW3188194307MaRDI QIDQ5198818

Sheng-Hong Li, Xian-bin Liu

Publication date: 9 August 2011

Published in: IUTAM Symposium on Nonlinear Stochastic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-94-007-0732-0_19

zbMATH Keywords

perturbation methodconvergence ratestability regionmoment Lyapunov exponentIto equationlinear stochastic transformation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05)

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