Add to ORKGWe calculate the top Lyapunov exponent for solutions to linear stochastic differ- ential equations with non-commuting drift and diffusion matrices. In particular we consider (1) a class of Rd-valued stochastic differential equations arising in the study of the noisy harmonic oscillator (2) Sp(2, R)-valued stochastic differential equations are considered. Additionally, numerical bounds are provided and simulation techniques are discussed with an example
This book chapter is not available through ChesterRep.This book chapter explores the parameter value...
SIGLETIB: RA 6154 (151) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
In this paper we use a path-integral approach to represent the Lyapunov exponents of both determinis...
We calculate the top Lyapunov exponent for solutions to linear stochastic differ- ential equations w...
AbstractThe paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differe...
AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt,...
We give several examples and examine case studies of linear stochastic functional differential equat...
Abstract: "We consider a class of stochastic linear functional differential systems driven by semima...
Two numerical methods for the determination of the pth moment Lyapunov exponents of a two-dimensiona...
SIGLEAvailable from British Library Document Supply Centre- DSC:D84400 / BLDSC - British Library Doc...
Abstract Let λ denote the almost sure Lyapunov exponent obtained by linearizing the stochastic Duffi...
The main purpose of this work is to characterize the almost sure local structure stability of soluti...
Since several years Lyapunov Characteristic Exponents are of interest in the study of dynamical syst...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...
The objective of this note is to prove a useful, non-trivial technical lemma that is needed in the s...
This book chapter is not available through ChesterRep.This book chapter explores the parameter value...
SIGLETIB: RA 6154 (151) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
In this paper we use a path-integral approach to represent the Lyapunov exponents of both determinis...
We calculate the top Lyapunov exponent for solutions to linear stochastic differ- ential equations w...
AbstractThe paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differe...
AbstractWe study the behaviour of the Lyapounov exponent of the solution of dXtAXt+δ∑i1rBkXt∘dWkt,...
We give several examples and examine case studies of linear stochastic functional differential equat...
Abstract: "We consider a class of stochastic linear functional differential systems driven by semima...
Two numerical methods for the determination of the pth moment Lyapunov exponents of a two-dimensiona...
SIGLEAvailable from British Library Document Supply Centre- DSC:D84400 / BLDSC - British Library Doc...
Abstract Let λ denote the almost sure Lyapunov exponent obtained by linearizing the stochastic Duffi...
The main purpose of this work is to characterize the almost sure local structure stability of soluti...
Since several years Lyapunov Characteristic Exponents are of interest in the study of dynamical syst...
Establishing a new concept of local Lyapunov exponents the author brings together two separate theor...
The objective of this note is to prove a useful, non-trivial technical lemma that is needed in the s...
This book chapter is not available through ChesterRep.This book chapter explores the parameter value...
SIGLETIB: RA 6154 (151) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
In this paper we use a path-integral approach to represent the Lyapunov exponents of both determinis...