On the Liapunov exponents of a linear system with Markov coefficients

DOI10.1016/0021-8928(83)90026-6zbMath0532.93065OpenAlexW1997071346MaRDI QIDQ789372

S. M. Khrisanov

Publication date: 1984

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(83)90026-6

zbMATH Keywords

homogeneous strong ergodic Markov processLjapunov exponentsrepresentation of moments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Asymptotic properties of solutions to ordinary differential equations (34D05) Distribution theory (60E99)

Cites Work

• Nonlinear Frisch equations
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