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
收藏
页码：662 / 676
页数：15
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