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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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