Asymptotic expansions of the Liapunov index for linear stochastic systems with small noise

Author:

Auslender E.I.,Mil'shtein G.N.

Publisher

Elsevier BV

Subject

Applied Mathematics,Mechanical Engineering,Mechanics of Materials,Modelling and Simulation

Reference6 articles.

1. Stability of systems of differential equations under random perturbations of their parameters;Khas'minskii,1969

2. Behavior of a linear system under small, random excitation of its parameters;Nevel'son;PMM,1967

3. On the behavior of the invariant measure of a diffusion process with a small diffusion on a circle;Nevel'son;Teor. Veroyatn. i Ee Primen.,1964

4. Sur l'équation différentielle de Fokker-Planck;Bernstein;C.R. Acad. Sci. Paris,1933

5. Zur Amkehbarkeit der statistischen Naturgesetze;Kolmogoroff;Math. Ann.,1937

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