ALMOST ALL NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ARE REGULAR

DOI10.1142/S0219493704001115zbMath1053.60057OpenAlexW2010368202MaRDI QIDQ4822533

Nguyen Dinh Cong

Publication date: 25 October 2004

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

Full work available at URL: https://doi.org/10.1142/s0219493704001115

zbMATH Keywords

stochastic differential equationssample Lyapunov exponentsLyapunov spectrumalmost sure stabilitynonautonomous linear stochastic systemslinear systems of stochastic differential equationsnonautonomous stochastic equationssample Lyapunov regularitytwo-parameter stochastic flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15) Sample path properties (60G17) Linear ordinary differential equations and systems (34A30) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic analysis (60H99) Dichotomy, trichotomy of solutions to ordinary differential equations (34D09)

Related Items (1)

Lyapunov spectrum of nonautonomous linear Young differential equations

Cites Work

• Perfect cocycles through stochastic differential equations
• DICHOTOMY SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: ALMOST ALL NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ARE REGULAR