Exact Results for the Lyapunov Exponents of Certain Linear Ito Systems

DOI10.1137/0150069zbMath0712.93061OpenAlexW2020645973MaRDI QIDQ3197734

Arie Leizarowitz

Publication date: 1990

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0150069

zbMATH Keywords

Laplace transformLyapunov exponents

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Random vibrations in mechanics of particles and systems (70L05) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

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Pathwise stability of degenerate stochastic evolutions

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