Lyapunov exponents of nilpotent ito systems

DOI10.1080/17442508808833531zbMath0654.60043OpenAlexW1974835618MaRDI QIDQ3800824

Mark A. Pinsky, Volker Wihstutz

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833531

zbMATH Keywords

Lyapunov exponentshypoellipticitypower series expansionrandom Schrödinger equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (19)

Lyapunov exponents for small random perturbations of Hamiltonian systems. ⋮ Lyapunov exponents of real–noise–driven nilpotent systems and harmonic oscillators ⋮ Stability of noisy nonlinear auto-parametric systems ⋮ A property of systems of differential equations perturbed by white noises and its applications to the stochastic continuity of lyapunov exponents ⋮ Noise Induced Rotation ⋮ Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies ⋮ Lyapunov exponent and rotation number of a two-dimensional nilpotent stochastic system ⋮ Positive Lyapunov exponent in the Hopf normal form with additive noise ⋮ On the stability of stochastic dynamic equations on time scales ⋮ Lower bounds on the Lyapunov exponents of stochastic differential equations ⋮ On the tangent flow of a stochastic differential equation with fast drift ⋮ Lyapounov exponent of linear stochastic systems with large diffusion term ⋮ Noise suppresses or expresses exponential growth ⋮ Lyapunov exponents of nilpotent Itô systems with random coefficients. ⋮ Sensitivity of pitchfork bifurcation to stochastic perturbation ⋮ Lyapunov exponents of stochastic differential equations driven by Lévy processes ⋮ Noise suppresses exponential growth under regime switching ⋮ A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations ⋮ Lyapunov exponent of the random Schrödinger operator with short-range correlated noise potential

Cites Work

• Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Controllability of nonlinear systems

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