Lyapunov Exponents of Hybrid Stochastic Heat Equations
Probability
2011-11-07 v1
Abstract
In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the th moment Lyapnov exponents. Moreover, several examples are established to demonstrate that unstable (deterministic or stochastic) dynamical systems can be stabilized by Markovian switching.
Keywords
Cite
@article{arxiv.1111.1229,
title = {Lyapunov Exponents of Hybrid Stochastic Heat Equations},
author = {Jianhai Bao and Xuerong Mao and Chenggui Yuan},
journal= {arXiv preprint arXiv:1111.1229},
year = {2011}
}
Comments
p19