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Lyapunov Exponents pp 51–63Cite as

Eigenvalue representation for the Lyapunov exponents of certain Markov processes

  • Chapter 1: Linear Random Dynamical Systems
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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1486))

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References

  1. L. Arnold, (1984). A formula connecting sample and moment stability of linear stochastic systems, SIAM Journal on Applied Mathematics, 44, 793–802.

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Authors and Affiliations

  1. Department of Mathematics, Technion-Israel Institute of Technology, 32000, Haifa

    Arie Leizarowitz

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  1. Arie Leizarowitz
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Ludwig Arnold Hans Crauel Jean-Pierre Eckmann

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© 1991 Springer-Verlag

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Leizarowitz, A. (1991). Eigenvalue representation for the Lyapunov exponents of certain Markov processes. In: Arnold, L., Crauel, H., Eckmann, JP. (eds) Lyapunov Exponents. Lecture Notes in Mathematics, vol 1486. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0086657

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  • DOI: https://doi.org/10.1007/BFb0086657

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-54662-7

  • Online ISBN: 978-3-540-46431-0

  • eBook Packages: Springer Book Archive

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