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relations between the sample and moment lyapunov exponents

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Publication:3986615
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DOI10.1080/17442509108833736zbMath0739.60052OpenAlexW2000806027MaRDI QIDQ3986615

Tran Van Nhung, Nguyen Huu Du

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833736


zbMATH Keywords

Lyapunov exponentssample Lyapunov exponentmoment Lyapunov exponentrandom matrix productLyapunov filtration


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)


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Optimal control problem for the Lyapunov exponents of random matrix products




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