.3. ABSTRACT (maxim,.-In the joint work with Volker Wihstutz of the University of North Carolina, we have investigated the Lyapunov stability of systems defined by a system of differential equations with a stochastic driving term, which may be either white noise or real noise. In the first case we showed that for nilpotent systems it is possible to compute an arbitrary number of terms in the asymptotic expansion of Lyapunov exponent in fractional powers of the noise coefficient when this tends to zero. This includes the ~ ' iportant case of critically damped oscillator, which had not been treated previously. These results were then extended to the case of the same nilpotent system driven by a finite-state Markov noise process. This was...
The paper deals with a system of nonlinear differential equations under the influence of white noise...
This paper presents a new definition of finite-time stability for stochastic nonlinear systems. This...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...
A number of problems in mechanics, physics and applications are described by linear Ito stochastic d...
Abstract. We study the largest Lyapunov exponent of the response of a two dimensional non-Hamiltonia...
Abstract Let λ denote the almost sure Lyapunov exponent obtained by linearizing the stochastic Duffi...
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed poin...
We investigate the perturbation of the non-linear differential equation dx(t)dt = f(x(t)) by random ...
The mean-square stability analysis of linear equations with coefficients perturbed by small bounded ...
AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt,...
The second edition of this textbook provides a single source for the analysis of system models repre...
<p>Noise-induced stabilization occurs when an unstable deterministic system is stabilized by the add...
AbstractThe class of stochastic processes is characterized which, as multiplicative noise with large...
This paper aims at discussing methods and results of Lyapunov stability theory for dynamical systems...
AbstractThe paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differe...
The paper deals with a system of nonlinear differential equations under the influence of white noise...
This paper presents a new definition of finite-time stability for stochastic nonlinear systems. This...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...
A number of problems in mechanics, physics and applications are described by linear Ito stochastic d...
Abstract. We study the largest Lyapunov exponent of the response of a two dimensional non-Hamiltonia...
Abstract Let λ denote the almost sure Lyapunov exponent obtained by linearizing the stochastic Duffi...
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed poin...
We investigate the perturbation of the non-linear differential equation dx(t)dt = f(x(t)) by random ...
The mean-square stability analysis of linear equations with coefficients perturbed by small bounded ...
AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt,...
The second edition of this textbook provides a single source for the analysis of system models repre...
<p>Noise-induced stabilization occurs when an unstable deterministic system is stabilized by the add...
AbstractThe class of stochastic processes is characterized which, as multiplicative noise with large...
This paper aims at discussing methods and results of Lyapunov stability theory for dynamical systems...
AbstractThe paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differe...
The paper deals with a system of nonlinear differential equations under the influence of white noise...
This paper presents a new definition of finite-time stability for stochastic nonlinear systems. This...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...