A nonrandom spectrum for lyapunov exponents of linear stochastic systems: Stochastic Analysis and Applications: Vol 9, No 1

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Abstract

We study the problem of characterizing the Lyapunov exponents of linear stochastic systems [xdot](x) = A(ξ(t))x(t) with ξ(t) being a finite state “step” process. A nonrandom spectrum for the Lyapunov exponents , similar to the results for products of i.i.d. random matrices and stochastic flows on manifolds, is obtained

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A nonrandom spectrum for lyapunov exponents of linear stochastic systems

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A nonrandom spectrum for lyapunov exponents of linear stochastic systems

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