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

DOI10.1080/07362994.2017.1305908MaRDI QIDQ5355181zbMATH OpenOpenAlexFDO

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

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)

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