Numerics for Lyapunov exponents of hypoelliptic linear stochastic systems

Nonlinear Dynamics and Stochastic Mechanics ◽

10.1090/fic/009/12 ◽

1996 ◽

pp. 203-217

Author(s):

Volker Wihstutz

Keyword(s):

Lyapunov Exponents ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

A nonrandom spectrum for lyapunov exponents of linear stochastic systems

Stochastic Analysis and Applications ◽

10.1080/07362999108809223 ◽

1991 ◽

Vol 9 (1) ◽

pp. 25-40 ◽

Cited By ~ 2

Author(s):

Xiangbo Feng ◽

Kenneth A. Loparo

Keyword(s):

Lyapunov Exponents ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

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

Applied Mathematics and Computation ◽

10.1016/j.amc.2012.04.063 ◽

2012 ◽

Vol 218 (22) ◽

pp. 11021-11032 ◽

Cited By ~ 11

Author(s):

Humberto Verdejo ◽

Luis Vargas ◽

Wolfgang Kliemann

Keyword(s):

Power Systems ◽

Lyapunov Exponents ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

Representation, positivity and expansion of Lyapunov exponents for linear stochastic systems

Random Matrices and Their Applications - Contemporary Mathematics ◽

10.1090/conm/050/841085 ◽

1986 ◽

pp. 93-106

Author(s):

Volker Wihstutz

Keyword(s):

Lyapunov Exponents ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

Lyapunov Exponents of Two-Degrees-of-Freedom Linear Stochastic Systems

Stochastic Structural Dynamics 1 ◽

10.1007/978-3-642-84531-4_1 ◽

1991 ◽

pp. 1-9 ◽

Cited By ~ 1

Author(s):

S. T. Ariaratnam ◽

D. S. F. Tam ◽

Wei-Chau Xie

Keyword(s):

Lyapunov Exponents ◽

Degrees Of Freedom ◽

Stochastic Systems ◽

Two Degrees Of Freedom ◽

Linear Stochastic Systems

Download Full-text

Lyapunov exponents of linear stochastic systems

Lecture Notes in Mathematics - Lyapunov Exponents ◽

10.1007/bfb0076835 ◽

1986 ◽

pp. 85-125 ◽

Cited By ~ 60

Author(s):

L. Arnold ◽

W. Kliemann ◽

E. Oeljeklaus

Keyword(s):

Lyapunov Exponents ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

Almost Sure Stability of Linear Stochastic Systems via Lyapunov Exponents Method

1991 American Control Conference ◽

10.23919/acc.1991.4791640 ◽

1991 ◽

Author(s):

Kenneth A. Loparo ◽

Xiangbo Feng

Keyword(s):

Lyapunov Exponents ◽

Stochastic Systems ◽

Almost Sure Stability ◽

Linear Stochastic Systems

Download Full-text

Strong Consistency of Variable Selection for Stationary Linear Stochastic Systems

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8866312 ◽

2019 ◽

Author(s):

ZHAO Wenxiao ◽

YIN G. George ◽

BAI Er-Wei

Keyword(s):

Variable Selection ◽

Strong Consistency ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Selection For

Download Full-text

Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05303-8 ◽

2021 ◽

Author(s):

I. H. Novak ◽

A. O. Stanzhytskyi

Keyword(s):

Hilbert Spaces ◽

Invariant Measures ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

Stochastic Analysis and Applications ◽

10.1081/sap-200029489 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1487-1509 ◽

Cited By ~ 5

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

Preview control for a class of linear stochastic systems with multiplicative noise

International Journal of Systems Science ◽

10.1080/00207721.2019.1672000 ◽

2019 ◽

Vol 50 (14) ◽

pp. 2592-2603

Author(s):

Jiang Wu ◽

Fucheng Liao ◽

Zhengguang Xu

Keyword(s):

Multiplicative Noise ◽

Stochastic Systems ◽

Preview Control ◽

Linear Stochastic Systems

Download Full-text