Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations

DOI10.1080/07362994.2017.1305908zbMATH Open1376.37103OpenAlexW2605989201MaRDI QIDQ5355181FDOQ5355181

Authors: Doan Thai Son, Pham The Anh 

Publication date: 6 September 2017

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2017.1305908

Recommendations

• scientific article; zbMATH DE number 4177621
• Lyapunov exponents of stochastic flows
• Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations
• scientific article; zbMATH DE number 3856143
• Exact Results for the Lyapunov Exponents of Certain Linear Ito Systems

zbMATH Keywords

stochastic differential equationLyapunov exponentmultiplicative ergodic theoremstability, stochastic bifurcation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Bifurcation theory for random and stochastic dynamical systems (37H20)

This page was built for publication: Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5355181)