A property of systems of differential equations perturbed by white noises and its applications to the stochastic continuity of lyapunov exponents
作者:
Nguyen Dinh Cong,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1993)
卷期:
Volume 11,
issue 4
页码: 423-439
ISSN:0736-2994
年代: 1993
DOI:10.1080/07362999308809325
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Under a positive–definite type nondegeneracy condition of random perturbation of linear systems of differential equations we prove a property of a kind of flućtuation of the solutions of linear systems perturbed by white noise. Using this property we obtain criteria for stochastic continuity of Lyapunov exponents of linear systems of ordinary differential equations
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