Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

DOI10.1080/17442508.2013.879141zbMath1337.34013OpenAlexW1992404801WikidataQ115295079 ScholiaQ115295079MaRDI QIDQ2811106

Nguyen Dinh Cong, Nguyen Thi the, Stefan Siegmund

Publication date: 10 June 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.879141

zbMATH Keywords

adjoint equationLyapunov exponentLyapunov regularityinduced two-parameter stochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Central exponents of linear stochastic differential-algebraic equations of index 1

Cites Work

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• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
• Linear differential algebraic equations of index 1 and their adjoint equations
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Structural analysis of electric circuits and consequences for MNA
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

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