Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations /

• Main Author: Siegert, Wolfgang (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Series: Lecture Notes in Mathematics, 1963
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Global analysis (Mathematics).; Manifolds (Mathematics).; Differential equations.; Game theory.; Probabilities.; Biomathematics.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.; Ordinary Differential Equations.; Global Analysis and Analysis on Manifolds.; Game Theory, Economics, Social and Behav. Sciences.; Genetics and Population Dynamics.

Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-int...