Small perturbations may change the sign of Lyapunov exponents for linear SDEs

DOI10.1142/S021949372240038XMaRDI QIDQ5885231zbMATH OpenOpenAlexFDO

Authors

Publication date 3 April 2023

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

Full work available at URL https://arxiv.org/abs/2208.06546

zbMATH Keywords

Lyapunov exponentlinear stochastic differential equationexponentially decaying perturbation

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Stability theory for random and stochastic dynamical systems (37H30)

Recommendations

• Stability of the Lyapunov exponents under perturbations
• On linear perturbations decaying at infinity and altering the Lyapunov exponents of regular linear differential systems
• On the perturbations of the Lyapunov exponents of discrete linear system
• The Perron effect of change of values of characteristic exponents for solutions of differential systems
• scientific article; zbMATH DE number 774071

Cites work

• scientific article; zbMATH DE number 1001278 (Why is no real title available?)
• scientific article; zbMATH DE number 3605704 (Why is no real title available?)
• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 3375319 (Why is no real title available?)
• Construction of an arbitrary Suslin set of positive characteristic exponents in the Perron effect
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Lyapunov exponents: how frequently are dynamical systems hyperbolic?
• On the existence of linear differential systems with all positive characteristic exponents of the first approximation and with exponentially decaying perturbations and solutions

This page was built for publication: Small perturbations may change the sign of Lyapunov exponents for linear SDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5885231)