Results 141 to 150 of about 1,700,750 (206)

Lyapunov exponents of nilpotent Itô systems with random coefficients

open access: yes
The paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differential equation. The matrix coefficients are assumed to be functions of an independent recurrent Markov process, and the system is a small perturbation of a ...
Baxendale, Peter H., Goukasian, Levon
core  

Home - About - Disclaimer - Privacy