Orbital stability index for stochastic systems

DOI10.1080/07362990008809697zbMath0970.60067OpenAlexW2091946594MaRDI QIDQ4518328

Grigori N. Milstein

Publication date: 20 November 2000

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

Full work available at URL: https://doi.org/10.1080/07362990008809697

zbMATH Keywords

stochastic stabilityLyapunov exponentstability indexmoment Lyapunov exponent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (3)

MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS ⋮ STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS ⋮ THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS

Cites Work

• Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
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