AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt, as σ→∞. We obtain the exact behaviour in two cases for arbitrary dimensions, and in most cases for the two dimensional equation
SIGLETIB: RA 6154 (127) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-...
In this thesis, we are interested in Lyapunov exponent for two models in random media : random walk ...
AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt,...
AbstractThe paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differe...
We develop the Lyapunov exponent of (max,+)-linear systems into a Taylor series. To this end, we ext...
Two commonly adopted expressions for the largest Lyapunov exponents of linearized stochastic systems...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...
We calculate the top Lyapunov exponent for solutions to linear stochastic differ- ential equations w...
We give several examples and examine case studies of linear stochastic functional differential equat...
Abstract Let λ denote the almost sure Lyapunov exponent obtained by linearizing the stochastic Duffi...
SIGLETIB: RA 6154 (151) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
Since several years Lyapunov Characteristic Exponents are of interest in the study of dynamical syst...
AbstractWe consider the asymptotic almost sure behavior of the solution of the equationu(t,x)=u0(x)+...
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
SIGLETIB: RA 6154 (127) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-...
In this thesis, we are interested in Lyapunov exponent for two models in random media : random walk ...
AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt,...
AbstractThe paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differe...
We develop the Lyapunov exponent of (max,+)-linear systems into a Taylor series. To this end, we ext...
Two commonly adopted expressions for the largest Lyapunov exponents of linearized stochastic systems...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...
We calculate the top Lyapunov exponent for solutions to linear stochastic differ- ential equations w...
We give several examples and examine case studies of linear stochastic functional differential equat...
Abstract Let λ denote the almost sure Lyapunov exponent obtained by linearizing the stochastic Duffi...
SIGLETIB: RA 6154 (151) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
Since several years Lyapunov Characteristic Exponents are of interest in the study of dynamical syst...
AbstractWe consider the asymptotic almost sure behavior of the solution of the equationu(t,x)=u0(x)+...
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
SIGLETIB: RA 6154 (127) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-...
In this thesis, we are interested in Lyapunov exponent for two models in random media : random walk ...