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Stochastic Differential Systems pp 305–315Cite as

Wide band limit of Lyapounov exponents

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 78))

Abstract

We show that, under appropriate conditions, the Lyapounov exponents of a sequence of solutions of linear differential equations with wide-band noise coefficients, converge to that of its diffusion limit.

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References

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Author information

Authors and Affiliations

  1. UER de Mathématiques Université de Provence, 3, Place Victor Hugo, F 13331, Marseille Cedex 3

    E. Pardoux

  2. Inria, France

    E. Pardoux

Authors
  1. E. Pardoux
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Editor information

Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1986 Springer-Verlag

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Pardoux, E. (1986). Wide band limit of Lyapounov exponents. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 78. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0041173

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  • DOI: https://doi.org/10.1007/BFb0041173

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16228-5

  • Online ISBN: 978-3-540-39767-0

  • eBook Packages: Springer Book Archive

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