Article Contents
Article Contents

Coincidence of Lyapunov exponents and central exponents of linear Ito stochastic differential equations with nondegenerate stochastic term

• In this paper we show that under a nondegeneracy condition Lyapunov exponents and central exponents of linear Ito stochastic di erential equation coincide. Furthermore, as the stochastic term is small and tends to zero the highest Lyapunov exponent tends to the highest central exponent of the ordinary di erential equation which is the deterministic part of the system.
Mathematics Subject Classification: Primary: 60H10, 37H10, 34D08; Secondary: 60G17, 34F05, 93E15.

 Citation:

Open Access Under a Creative Commons license