WIAS Preprint No. 216, (1996)

Evaluation of moment Lyapunov exponents for second order linear autonomous SDE



Authors

  • Milstein, Gregori N.

Keywords

  • Lyapunov exponents, moment Lyapunov exponents, stability index

Abstract

Deterministic methods for evaluation of moment Lyapunov exponents are derived for two-dimensional systems with non-degenerate noise.

Appeared in

  • Random Comput. Dynamics Vol. 4 (1996) No. 4 pp. 301--315

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