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JOURNALS // Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta // Archive
Izv. IMI UdGU, 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

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.

UDC: 519.21

Received: 01.04.2002


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