Central exponents of linear stochastic differential-algebraic equations of index 1

DOI10.1142/s0219493723500454zbMath1528.34016OpenAlexW4385781404MaRDI QIDQ6090806

Nguyen Thi The

Publication date: 20 November 2023

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

Full work available at URL: https://doi.org/10.1142/s0219493723500454

zbMATH Keywords

stochastic differential equationsLyapunov exponentscentral exponentstwo-parameter stochastic flowdifferential-algebraic equations of index 1induced two-parameter stochastic flowstochastic differential-algebraic equations of index 1

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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• Stochastic differential-algebraic equations of index 1
• Lyapunov, Bohl and Sacker-Sell spectral intervals for differential-algebraic equations
• Lyapunov exponents of a family of endomorphisms of a metrizable vector bundle
• Formulas for the Lyapunov exponents of a family of endomorphisms of a metric vector bundle
• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
• On the exponential stability of stochastic perturbed singular systems in mean square
• Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1
• On stability of time-varying linear differential-algebraic equations
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1
• CENTRAL EXPONENTS OF LINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
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