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
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/
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     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},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IIMI_2002_2_a27/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.