ABSTRACT
Our aim in this article is to establish explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations. We use these formulas to examine the sample-path stability of a linear stochastic differential equations arising in fluid dynamics and of a model of stochastic Hopf bifurcation.
Funding
The work of the second author is supported by the JSPS International Fellowship for Research in Japan (P15320).