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...

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Bibliographic Details
Main Author: Siegert, Wolfgang. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series:Lecture Notes in Mathematics, 1963
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-85964-2