Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Telegraphic Noise

DOI10.1137/0153017MaRDI QIDQ5286316zbMATHOpenAlexDBLPWikidataFDO

Authors Kenneth A. Loparo, Xiangbo Feng

Publication date 29 June 1993

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0153017

zbMATH Keywords

martingaleLyapunov exponentrotation numberoscillatory behaviourrandom harmonic oscillatorrandom telegraph process

Mathematics Subject Classification ID

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

Recommendations

• Lyapunov Exponents and Rotation number of Two-Ddimensional Systems with Telegraphic Noise
• scientific article; zbMATH DE number 124394
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• scientific article; zbMATH DE number 4211200

Cited in

(6)

• scientific article; zbMATH DE number 65719 (Why is no real title available?)
• scientific article; zbMATH DE number 124394 (Why is no real title available?)
• Lyapunov exponent and rotation number of a two-dimensional nilpotent stochastic system
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum
• Lyapunov Exponents and Rotation number of Two-Ddimensional Systems with Telegraphic Noise

This page was built for publication: Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Telegraphic Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5286316)