Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Telegraphic Noise

DOI10.1137/0153017zbMath0768.60053DBLPjournals/siamam/LoparoF93OpenAlexW2064007322WikidataQ57979186 ScholiaQ57979186MaRDI QIDQ5286316

Kenneth A. Loparo, Xiangbo Feng

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1137/0153017

zbMATH Keywords

rotation numbermartingaleoscillatory behaviourLyapunov exponentrandom harmonic oscillatorrandom telegraph process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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