Lyapunov exponents and central exponents of linear Ito stochatic differential equations

zbMath1222.60041MaRDI QIDQ540770

Nguyen Thi Thuy Quynh, Nguyen Dinh Cong

Publication date: 3 June 2011

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: http://www.math.ac.vn/publications/acta/36/Toc_ACTA_1_36.htm

zbMATH Keywords

Lyapunov exponentsLyapunov spectrumcentral exponentsnon-autonomous stochastic differential equationtwo-parameter stochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Generation, random and stochastic difference and differential equations (37H10)

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Central exponents of linear stochastic differential-algebraic equations of index 1 ⋮ Lyapunov spectrum of nonautonomous linear Young differential equations

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