no-4

UPPER CENTRAL EXPONENT OF LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX 1

Authors:
Nguyen The Thi
Pages:
100
View:
1826
Position:
3/3
Download:
680
Abtract
We introduce the concept of upper central exponent of linear stochastic differential algebraic equation of index 1. We prove that upper central exponent is nonrandom and larger or equal to the top Lyapunov exponent.
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Keyword
Lyapunov exponents central exponents Stochastic differential equations Stochastic differential algebraic equations of index 1 two-parameter stochastic flow.
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Vinh University journal of science

Tạp chí khoa học Trường Đại học Vinh

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