Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations

DOI10.1080/17442508808833523zbMath0669.34060OpenAlexW2081114024MaRDI QIDQ3822534

Arie Leizarowitz

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833523

zbMATH Keywords

Lyapunov functionMarkov processLyapunov exponent

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters

Cites Work

• Optimal stationary control for dynamic systems with Markov perturbations
• Stabilization of some stochastic discrete–time control systems
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Instability of the Harmonic Oscillator with Small Noise
• Stochastic stability and the dirichlet problem
• Stability of linear differential equations with random coefficients
• Some Averaging and Stability Results for Random Differential Equations
• Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems

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