On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems
DOI10.1214/23-ejp932zbMath1517.60089arXiv2112.07005MaRDI QIDQ6164940
Yacine Chitour, Pierre Monmarché, Guilherme Mazanti, Mario Sigalotti
Publication date: 4 July 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.07005
Lyapunov exponentscontinuous-time Markov processespiecewise deterministic Markov processeslinear switched systemsconvexified Markov processes
Continuous-time Markov processes on general state spaces (60J25) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Hybrid systems of ordinary differential equations (34A38)
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