LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493701000084zbMath1064.37040MaRDI QIDQ4460417

Nguyen Dinh Cong

Publication date: 18 May 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stabilityLyapunov exponentsLyapunov spectrumLyapunov regularitytwo-parameter stochastic flownonautonomous stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Related Items (9)

Small perturbations may change the sign of Lyapunov exponents for linear SDEs ⋮ ALMOST ALL NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ARE REGULAR ⋮ Lyapunov regularity for random dynamical systems ⋮ Central exponents of linear stochastic differential-algebraic equations of index 1 ⋮ A class of orthogonal integrators for stochastic differential equations ⋮ Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1 ⋮ ON THE ABSOLUTE REGULARITY OF LINEAR RANDOM DYNAMICAL SYSTEMS ⋮ LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1 ⋮ DICHOTOMY SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS

Cites Work

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

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