Lyapunov exponents for small random perturbations of Hamiltonian systems.

DOI10.1214/aop/1020107762zbMath1037.60053OpenAlexW2026198779MaRDI QIDQ1872253

Peter H. Baxendale, Levon Goukasian

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1020107762

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Random dynamical systems (37H99)

Related Items (15)

Bifurcations in Asymptotically Autonomous Hamiltonian Systems Subject to Multiplicative Noise ⋮ Stability of noisy nonlinear auto-parametric systems ⋮ Random dynamical systems: addressing uncertainty, nonlinearity and predictability ⋮ Hopf bifurcation with additive noise ⋮ Long-Term Behaviour of Asymptotically Autonomous Hamiltonian Systems with Multiplicative Noise ⋮ Positive Lyapunov exponent in the Hopf normal form with additive noise ⋮ First-order weak balanced schemes for stochastic differential equations ⋮ Lower bounds on the Lyapunov exponents of stochastic differential equations ⋮ Filtering for a Duffing-van der Pol stochastic differential equation ⋮ Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation ⋮ Averaging of stochastic flows: twist maps and escape from resonance ⋮ A Kushner approach for small random perturbations of the Duffing-van der Pol system ⋮ A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system ⋮ A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations ⋮ Reliability of coupled oscillators

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