Lyapunov exponents of nilpotent Itô systems with random coefficients.

DOI10.1016/S0304-4149(01)00091-6zbMath1061.37033MaRDI QIDQ1766002

Peter H. Baxendale, Levon Goukasian

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsLyapunov exponentsnilpotent systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Related Items (3)

Lyapunov exponents for small random perturbations of Hamiltonian systems. ⋮ Positive Lyapunov exponent in the Hopf normal form with additive noise ⋮ Averaging of stochastic flows: twist maps and escape from resonance

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