A property of systems of differential equations perturbed by white noises and its applications to the stochastic continuity of lyapunov exponents

DOI10.1080/07362999308809325zbMath0780.60061OpenAlexW1993103983MaRDI QIDQ4273023

Nguyen Dinh Cong

Publication date: 20 December 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809325

zbMATH Keywords

random perturbationstochastic continuity of Lyapunov exponents

Mathematics Subject Classification ID

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

Related Items (1)

LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS

Cites Work

• Lyapunov exponent and rotation number of a two-dimensional nilpotent stochastic system
• Ergodic Properties of Linear Dynamical Systems
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Transverse Diffraction of Nonlinear Waves and Singular Rays
• Lyapunov exponents of nilpotent ito systems

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