Explicit formulas for Lyapunov exponents of planar linear stochastic differential equations
Speaker: Doan Thai Son

Time: 14h00, Wednesday, July 20, 2016
Location: Room 6, Building A14, Institute of Mathematics, 18 Hoang Quoc Viet, Cau Giay, Hanoi
Abstract: Our aim in this paper 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.

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