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Volumn 218, Issue 22, 2012, Pages 11021-11032

Stability of linear stochastic systems via Lyapunov exponents and applications to power systems

Author keywords

Linear stochastic systems; Lyapunov exponents; Numerical methods; Stability

Indexed keywords

GENERATION UNCERTAINTY; LINEAR OSCILLATOR; LINEAR STOCHASTIC SYSTEM; LYAPUNOV EXPONENT; MARKOV DIFFUSIONS; ONE-MACHINE; RANDOM PERTURBATIONS; STOCHASTIC PERTURBATIONS; SUFFICIENT CONDITIONS;

EID: 84862837825     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2012.04.063     Document Type: Article
Times cited : (26)

References (10)
  • 2
    • 0002923716 scopus 로고
    • On unique ergodicity for degenerate diffusions
    • L. Arnold, and W. Kliemann On unique ergodicity for degenerate diffusions Stochastics 21 1987 41 61
    • (1987) Stochastics , vol.21 , pp. 41-61
    • Arnold, L.1    Kliemann, W.2
  • 4
    • 77956444521 scopus 로고    scopus 로고
    • Spectral theory for perturbed systems
    • F. Colonius, and W. Kliemann Spectral theory for perturbed systems GAMM Mitteilungen 321 2009 26 46
    • (2009) GAMM Mitteilungen , vol.321 , pp. 26-46
    • Colonius, F.1    Kliemann, W.2
  • 5
    • 0030127882 scopus 로고    scopus 로고
    • Approximation of Lyapunov exponents of nonlinear stochastic differential equations
    • A. Grorud, and D. Talay Approximation of Lyapunov exponents of nonlinear stochastic differential equations SIAM J. Appl. Math. 56 2 1996 627 650
    • (1996) SIAM J. Appl. Math. , vol.56 , Issue.2 , pp. 627-650
    • Grorud, A.1    Talay, D.2
  • 9
    • 0026202362 scopus 로고
    • Approximation of upper Lyapunov exponents of bilinear stochastic differential systems
    • D. Talay Approximation of upper Lyapunov exponents of bilinear stochastic differential systems SIAM J. Numer. Anal. 28 4 1991 1141 1164
    • (1991) SIAM J. Numer. Anal. , vol.28 , Issue.4 , pp. 1141-1164
    • Talay, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.