Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations

被引：0

作者：

Pham The Anh ^{[1
]}

Doan Thai Son ^{[2
]}

机构：

[1] Le Quy Don Tech Univ, Dept Math, Hanoi, Vietnam

[2] Vietnam Acad Sci & Technol, Inst Math, 18 Hoang Quoc Viet, Hanoi, Vietnam

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2017年 / 35卷 / 04期

关键词：

Multiplicative ergodic theorem; Lyapunov exponent; stochastic differential equation; stability; stochastic bifurcation; SYSTEMS; STABILITY;

D O I：

10.1080/07362994.2017.1305908

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Our aim in this article is to establish explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations. We use these formulas to examine the sample-path stability of a linear stochastic differential equations arising in fluid dynamics and of a model of stochastic Hopf bifurcation.

引用

页码：662 / 676

页数：15

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