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Volumn 239, Issue 1, 2001, Pages 139-155

Moment Lyapunov exponents of a two-dimensional system under real-noise excitation

Author keywords

[No Author keywords available]

Indexed keywords

ACOUSTIC NOISE; DAMPING; DIFFERENCE EQUATIONS; LOADS (FORCES); LYAPUNOV METHODS; METHOD OF MOMENTS;

EID: 0035156127     PISSN: 0022460X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jsvi.2000.3211     Document Type: Article
Times cited : (50)

References (13)
  • 5
    • 0001287714 scopus 로고
    • Large deviations of linear stochastic differential equations
    • H. J. Engelbert, Schmidt W. Berlin: Springer
    • ARNOLD L., KLIEMANN W. Large deviations of linear stochastic differential equations. Engelbert H. J., Schmidt W. Stochastic Differential Systems. 96:1987;117-151 Springer, Berlin.
    • (1987) Stochastic Differential Systems , vol.96 , pp. 117-151
    • Arnold, L.1    Kliemann, W.2
  • 9
    • 0032003177 scopus 로고    scopus 로고
    • Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation
    • KHASMINSKII R. Z., MOSHCHUK N. Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation. SIAM Journal of Applied Mathematics. 58:1998;245-256.
    • (1998) SIAM Journal of Applied Mathematics , vol.58 , pp. 245-256
    • Khasminskii, R.Z.1    Moshchuk, N.2
  • 10
    • 0001549366 scopus 로고
    • Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems, (English Translation)
    • KHASMINSKII R. Z. Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems, (English Translation). Theory of Probability and its Applications. 12:1967;144-147.
    • (1967) Theory of Probability and Its Applications , vol.12 , pp. 144-147
    • Khasminskii, R.Z.1
  • 11
    • 0002508098 scopus 로고
    • Lyapunov exponent of stochastic systems and related bifurcation problems
    • S. T. Ariaratnam, G. I. Schuëller, Elishakoff I. London: Elsevier
    • WEDIG W. Lyapunov exponent of stochastic systems and related bifurcation problems. Ariaratnam S. T., Schuëller G. I., Elishakoff I. Stochastic Structural Dynamics-Progress in Theory and Applications. 1988;315-327 Elsevier, London.
    • (1988) Stochastic Structural Dynamics-Progress in Theory and Applications , pp. 315-327
    • Wedig, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.