Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations /
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...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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Σειρά: | Lecture Notes in Mathematics,
1963 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Linear differential systems with parameter excitation
- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory
- Exit probabilities for degenerate systems
- Local Lyapunov exponents.