Local Lyapunov exponents sublimiting growth rates of linear random differential equations Wolfgang Siegert
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Literaturverz. S. 239 - 251
Zugl.: Berlin, Humboldt-Univ., Diss., 2007
Linear differential systems with parameter excitationLocality and time scales of the underlying non-degenerate stochastic system : Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents.
"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-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too."--BOOK JACKET
Local Lyapunov Exponents
Siegert, Wolfgang: Local Lyapunov Exponents
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