Lyapunov exponents and stochastic stability of coupled linear systems under white noise excitation

Author:

Ariaratnam S.T.,Tam D.S.F.,Xie Wei-Chau

Publisher

Elsevier BV

Subject

Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Condensed Matter Physics,Nuclear Energy and Engineering,Civil and Structural Engineering,Statistical and Nonlinear Physics

Reference11 articles.

1. Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems;Khas'minskii;Theory of Probability and Its Applications,1967

2. Stochastic Stability of Differential Equations;Khas'minskii,1980

3. Sample stability of second order differential equations with wide band noise coefficients;Mitchell;SIAM Journal on Applied Mathematics,1974

4. On the stability of two-dimensional linear stochastic systems;Nishioka,1976

5. Asymptotic analysis of the Lyapunov exponent and rotation number of the random oscillator and applications;Arnold;SIAM Journal on Applied Mathematics,1986

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