Lyapounov exponent of linear stochastic systems with large diffusion term
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.
scientific article; zbMATH DE number 56969
scientific article