Effect of white noise on the \(d\)-dimensional harmonic oscillator

zbMath0904.60039MaRDI QIDQ1378140

Nathanaël Enriquez

Publication date: 3 March 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_5_601_0

zbMATH Keywords

perturbation methodLyapunov exponentisotropic harmonic oscillator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15)

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