Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
type: Item
instance of: scholarly article
title: Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
zbMATH Open document ID: 0522.34053
DOI: 10.1016/0021-8928(82)90099-5
author: E. I. Auslender
author: G. N. Mil'stejn
published in: Journal of Applied Mathematics and Mechanics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93D05
Mathematics Subject Classification ID: 34D05
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 3826295
zbMATH Keywords: Lyapunov index
zbMATH Keywords: asymptotic stability
zbMATH Keywords: second-order linear stochastic systems
zbMATH Keywords: white noises
zbMATH Keywords: explicit formulas
zbMATH Keywords: Stratonovich systems
MaRDI profile type: Publication
full work available at URL: 0021-8928(82)90099-5
OpenAlex ID: W2043688767
cites work: Q5616513
cites work: Behavior of a linear system under small random excitation of its parameters
cites work: On the Behavior of the Invariant Measure of a Diffusion Process with Small Diffusion on a Circle
cites work: Zur Umkehrbarkeit der statistischen Naturgesetze
cites work: Q3913845
description: scientific article; zbMATH DE number 3826295