STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS

DOI10.1142/S0219493704000924zbMath1084.60034MaRDI QIDQ5701566

Rafail Z. Khasminskii, Grigori N. Milstein

Publication date: 3 November 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Lyapunov exponents; moment Lyapunov exponents; gyroscopic forces; Stochastic stability; stochastic averaging principle; oscillators with small random excitations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

70L05: Random vibrations in mechanics of particles and systems

93E15: Stochastic stability in control theory

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

Cites Work

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• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion