Lyapunov exponents of nilpotent Itô systems with random coefficients

Stochastic Processes and their Applications

Volumn 95, Issue 2, 2001, Pages 219-233

  Baxendale, Peter H ^a   Goukasian, Levon ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

37H15; 60H10; 60J60; Exponential ergodicity; Lyapunov exponent; Nilpotent system; Stochastic averaging; Stochastic differential equation

Indexed keywords

EID: 0005408783     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00091-6     Document Type: Article

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