Extremal character of the Lyapunov exponent of the stochastic harmonic oscillator

DOI10.1214/AOAP/1177005582zbMath0788.60072OpenAlexW2052424707MaRDI QIDQ1203752

Mark A. Pinsky

Publication date: 22 February 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005582

zbMATH Keywords

harmonic oscillatorLyapunov exponentfinite state Markov noise processnonreversible Markov process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05)

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Lyapunov exponent of the random Schrödinger operator with short-range correlated noise potential

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