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Parameter dependence of the Lyapunov exponent for linear stochastic systems. A survey

  • Part II: Linear Stochastic Systems. Stability Theory
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Lyapunov Exponents

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1186))

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Abstract

A survey is given on how formulas are obtained for the Lyapunov exponent of linear stochastic systems.

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References

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Authors and Affiliations

  1. Forschungsschwerpunkt Dynamische Systeme, Universität, D-2800, Bremen 33, West Germany

    Volker Wihstutz

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  1. Volker Wihstutz
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Ludwig Arnold Volker Wihstutz

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© 1986 Springer-Verlag

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Wihstutz, V. (1986). Parameter dependence of the Lyapunov exponent for linear stochastic systems. A survey. In: Arnold, L., Wihstutz, V. (eds) Lyapunov Exponents. Lecture Notes in Mathematics, vol 1186. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0076840

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  • DOI: https://doi.org/10.1007/BFb0076840

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16458-6

  • Online ISBN: 978-3-540-39795-3

  • eBook Packages: Springer Book Archive

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