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Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, 2002, Issue 2(25), Pages 97–98 (Mi iimi282)  
On the mean-square exponents of linear time-invariant systems of Ito

M. P. Troinikov

Udmurt State University, Izhevsk
Full-text PDF (106 kB)
Abstract: 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.
Received: 01.04.2002
Document Type: Article
UDC: 519.21
Language: Russian
Citation: M. P. Troinikov, “On the mean-square exponents of linear time-invariant systems of Ito”, Izv. IMI UdGU, 2002, no. 2(25), 97–98
Citation in format AMSBIB
\Bibitem{Tro02}
\by M.~P.~Troinikov
\paper On the mean-square exponents of linear time-invariant systems of Ito
\jour Izv. IMI UdGU
\yr 2002
\issue 2(25)
\pages 97--98
\mathnet{http://mi.mathnet.ru/iimi282}
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    		Известия Института математики и информатики Удмуртского государственного университета
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