LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1

DOI10.1142/S0219493712500025zbMath1255.60099MaRDI QIDQ3144363

Nguyen Dinh Cong, Thi the Nguyen

Publication date: 7 December 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsLyapunov exponentsLyapunov spectrumtwo-parameter stochastic flowinduced two-parameter stochastic flowdifferential-algebraic equations of index onestochastic differential-algebraic equations of index one

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 (3)

Euler scheme for solving a class of stochastic differential variational inequalities with some applications ⋮ Central exponents of linear stochastic differential-algebraic equations of index 1 ⋮ Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

Cites Work

• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
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