On the mean-square exponents of linear time-invariant systems of Ito
Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, no. 2 (2002), pp. 97-98
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Characteristic exponents of square mean norms are studed for the solutions of linear systems of Ito differential equations with constant coefficients. It is stated that typical system has only a one exponent.
@article{IIMI_2002_2_a27,
author = {M. P. Troinikov},
title = {On the mean-square exponents of linear time-invariant systems of {Ito}},
journal = {Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta},
pages = {97--98},
year = {2002},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/IIMI_2002_2_a27/}
}
TY - JOUR AU - M. P. Troinikov TI - On the mean-square exponents of linear time-invariant systems of Ito JO - Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta PY - 2002 SP - 97 EP - 98 IS - 2 UR - http://geodesic.mathdoc.fr/item/IIMI_2002_2_a27/ LA - ru ID - IIMI_2002_2_a27 ER -
M. P. Troinikov. On the mean-square exponents of linear time-invariant systems of Ito. Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, no. 2 (2002), pp. 97-98. http://geodesic.mathdoc.fr/item/IIMI_2002_2_a27/