Anh, P.T. and Son, D.T. (2017) Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations. Stochastic Analysis and Applications, 35 (4). pp. 662-676. ISSN 7362994
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Abstract
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. © 2017 Taylor & Francis Group, LLC.
| Item Type: | Article |
|---|---|
| Divisions: | Faculties > Faculty of Information Technology |
| Identification Number: | 10.1080/07362994.2017.1305908 |
| Additional Information: | Language of original document: English. |
| URI: | http://eprints.lqdtu.edu.vn/id/eprint/9714 |
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