Lyapounov exponent of linear stochastic systems with large diffusion term
type: Item
instance of: scholarly article
title: Lyapounov exponent of linear stochastic systems with large diffusion term
zbMATH Open document ID: 0749.60061
DOI: 10.1016/0304-4149(92)90015-I
published in: Stochastic Processes and their Applications
publication date: 1992-09-27T00:00:00Z
review text: The authors consider linear systems of stochastic differential equations where the diffusion term is multiplied by a parameter. They study the Lyapunov exponent depending on this parameter tending to infinity. There are cases where the noise is stabilizing resp. destabilizing. The two- dimensional system is treated in great detail.
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 56969
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Lyapunov exponent
zbMATH Keywords: stabilizing
author: Etienne Pardoux
author: Volker Wihstutz
MaRDI profile type: Publication
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full work available at URL: 0304-4149(92)90015-i
OpenAlex ID: W2147455947
description: scientific article; zbMATH DE number 56969