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

DOI10.1137/0153017zbMATH Open0768.60053DBLPjournals/siamam/LoparoF93OpenAlexW2064007322WikidataQ57979186 ScholiaQ57979186MaRDI QIDQ5286316FDOQ5286316

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

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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)

Cited In (6)

• Lyapunov Exponents and Rotation number of Two-Ddimensional Systems with Telegraphic Noise
• 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 exponent and rotation number of a two-dimensional nilpotent stochastic system
• Title not available (Why is that?)
• Title not available (Why is that?)

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