On the Lyapunov Exponent of a Harmonic Oscillator Driven by a Finite-State Markov Process

DOI10.1137/0149025zbMath0686.60054OpenAlexW2093657970MaRDI QIDQ4204904

Arie Leizarowitz

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1137/0149025

zbMATH Keywords

Laplace transformsLyapunov exponentrandom harmonic oscillatordichotomic noise

Mathematics Subject Classification ID

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