Local Lyapunov exponents. Sublimiting growth rates of linear random differential equations
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Publication:947712
DOI10.1007/978-3-540-85964-2zbMath1178.60002OpenAlexW4243998654MaRDI QIDQ947712
Publication date: 6 October 2008
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-85964-2
stochastic differential systemsswitching curvesFreidlin-Ventsell theoryHernandez-Lerma theorylocal Lyapunov exponentsOseledets multiplicative ergodic theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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